Designing and pricing guarantee options in defined contribution pension plans (Q896773)

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scientific article; zbMATH DE number 6520870
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English
Designing and pricing guarantee options in defined contribution pension plans
scientific article; zbMATH DE number 6520870

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    Designing and pricing guarantee options in defined contribution pension plans (English)
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    14 December 2015
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    option pricing
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    minimum guarantee
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    defined benefit
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    defined contribution
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    embedded options
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    risk sharing
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    portfolio selection
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    stochastic programming
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