Pages that link to "Item:Q659256"
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The following pages link to On the optimal design of insurance contracts with guarantees (Q659256):
Displaying 16 items.
- Minimum return guarantees, investment caps, and investment flexibility (Q315106) (← links)
- Equity-linked pension schemes with guarantees (Q654835) (← links)
- A joint valuation of premium payment and surrender options in participating life insurance contracts (Q654843) (← links)
- Design of insurance contracts using stochastic programming in forestry planning (Q666485) (← links)
- The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk (Q1627633) (← links)
- Constrained non-concave utility maximization: an application to life insurance contracts with guarantees (Q1631532) (← links)
- Optimal insurance design with a bonus (Q1681091) (← links)
- Optimal investment strategies for participating contracts (Q1681198) (← links)
- An analysis of transaction costs in participating life insurance under mean-variance preferences (Q1735046) (← links)
- Optimal investment and financing with credit guarantee (Q3132144) (← links)
- Optimal Insurance Coverage under Bonus-Malus Contracts (Q4461289) (← links)
- Constant proportion portfolio insurance strategies in contagious markets (Q4554427) (← links)
- PORTFOLIO INSURANCE UNDER ROUGH VOLATILITY AND VOLTERRA PROCESSES (Q5061492) (← links)
- Optimal asset allocation for participating contracts with mortality risk under minimum guarantee (Q5077434) (← links)
- Nonconcave Optimal Investment with Value-at-Risk Constraint: An Application to Life Insurance Contracts (Q5222157) (← links)
- What to offer if consumers do not want what they need? A simultaneous evaluation approach with an application to retirement savings products (Q6201519) (← links)
