The investment management for a downside-protected equity-linked annuity under interest rate risk
Year of publication: |
May 2015
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Authors: | Han, Nan-Wei ; Hung, Mao-Wei |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 13.2015, p. 113-124
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Subject: | Defined-contribution pension plan | Equity-linked annuity | Asset allocation | Stochastic interest rate | Minimum guarantee | Portfolio-Management | Portfolio selection | Zinsrisiko | Interest rate risk | Theorie | Theory | Private Altersvorsorge | Private retirement provision | Pensionskasse | Pension fund | Zins | Interest rate | Altersvorsorge | Retirement provision | Kapitalanlage | Financial investment | Kapitaleinkommen | Capital income |
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