Designing and pricing guarantee options in defined contribution pension plans
type: Item
instance of: scholarly article
title: Designing and pricing guarantee options in defined contribution pension plans
zbMATH Open document ID: 1348.91266
author: Andrea Consiglio
author: Michele Tumminello
author: Stavros A. Zenios
published in: Insurance Mathematics \& Economics
publication date: 2015-12-14T00:00:00Z
full work available at URL: http://hdl.handle.net/10447/149798
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 90C90
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6520870
zbMATH Keywords: option pricing
zbMATH Keywords: minimum guarantee
zbMATH Keywords: defined benefit
zbMATH Keywords: defined contribution
zbMATH Keywords: embedded options
zbMATH Keywords: risk sharing
zbMATH Keywords: portfolio selection
zbMATH Keywords: stochastic programming
MaRDI profile type: Publication
OpenAlex ID: W3122333460
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DOI: 10.1016/J.INSMATHECO.2015.10.002
description: scientific article; zbMATH DE number 6520870