The Risk Management of Minimum Return Guarantees
Year of publication: |
2003-06-01
|
---|---|
Authors: | Mahayni, Antje ; Schlögl, Erik |
Institutions: | Finance Discipline Group, Business School |
Subject: | minimum return guarantee | defined-contribution pension plans | life-insurance | uncertain volatility | conservative pricing | robust hedging | model misspecification | model risk |
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