Minimum return rate guarantees under default risk : optimal design of quantile guarantees

Antje Mahayni, Oliver Lubos, Sascha Offermann

Year of publication:	2021
Authors:	Mahayni, Antje ; Lubos, Oliver ; Offermann, Sascha
Subject:	Guarantee scheme \| Derivatives \| Life insurance \| Return rate guarantees \| Default risk \| Regulatory requirements \| Utility to the insured \| Lebensversicherung \| Kreditrisiko \| Credit risk \| Bürgschaft \| Surety \| Bankgarantie \| Bank guarantee \| Derivat \| Derivative \| Kapitaleinkommen \| Capital income \| Risiko \| Risk \| Optionspreistheorie \| Option pricing theory \| Insolvenz \| Insolvency

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