Risk management of variable annuities

vorgelegt von: Dipl.-Math. oec. Frederik Ruez

Year of publication:	[2017]
Authors:	Ruez, Frederik
Institutions:	Universität Ulm (degree granting)
Publisher:	Ulm
Subject:	Risikomanagement \| Variable annuities \| Guaranteed lifetime withdrawal benefits \| Behavioral rsik \| Hedge performance \| Risk-based capital requirements \| Stochastic interest rates \| Stochastic equity volatility \| Risk management \| Volatilität \| Volatility \| Hedging \| Theorie \| Theory \| Lebensversicherung \| Life insurance \| Private Altersvorsorge \| Private retirement provision \| Stochastischer Prozess \| Stochastic process \| Kapitaleinkommen \| Capital income \| Portfolio-Management \| Portfolio selection \| Zins \| Interest rate \| Zinsrisiko \| Interest rate risk \| Bankrisiko \| Bank risk \| Grundrente \| Preisbildung