Equity-linked pension schemes with guarantees

J. Aase Nielsen, Klaus Sandmann and Erik Schlögl

Year of publication:	2010
Authors:	Aase Nielsen, Jørgen ; Sandmann, Klaus ; Schlögl, Erik
Publisher:	Sydney : Quantitative Finance Research Centre, School of Finance and Economics, Univ. of Techn.
Subject:	Pensionskasse \| Pension fund \| Rendite \| Yield \| Garantie \| Warranty \| Portfolio-Management \| Portfolio selection \| Risikomanagement \| Risk management \| Optionspreistheorie \| Option pricing theory

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