A utility- and CPT-based comparison of life insurance contracts with guarantees
Year of publication: |
December 2015
|
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Authors: | Chen, An ; Hentschel, Felix ; Klein, Jakob K. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 61.2015, p. 327-339
|
Subject: | Cumulative prospect theory | Life and pension insurance | Portfolio choice | Mortality | Lebensversicherung | Life insurance | Sterblichkeit | Prospect Theory | Prospect theory | Portfolio-Management | Portfolio selection | Risiko | Risk | Pensionskasse | Pension fund | Versicherungsmathematik | Actuarial mathematics | Nutzen | Utility | Risikomodell | Risk model |
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