Minimum return rate guarantees under default risk : optimal design of quantile guarantees
Antje Mahayni, Oliver Lubos, Sascha Offermann
| Year of publication: |
2021
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| Authors: | Mahayni, Antje ; Lubos, Oliver ; Offermann, Sascha |
| Published in: |
Review of managerial science : RMS. - Berlin : Springer, ISSN 1863-6691, ZDB-ID 2365045-X. - Vol. 15.2021, 7, p. 1821-1848
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11846-020-00410-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012659881