On the optimal design of insurance contracts with guarantees (Q659256)

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scientific article; zbMATH DE number 6004715
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On the optimal design of insurance contracts with guarantees
scientific article; zbMATH DE number 6004715

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    On the optimal design of insurance contracts with guarantees (English)
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    10 February 2012
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    interest rate guarantee
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    optimal portfolio choice
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    utility loss
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    guarantee scheme
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    CPPI
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