Showing 1 - 10 of 35
Persistent link: https://www.econbiz.de/10009675078
Persistent link: https://www.econbiz.de/10010347344
Persistent link: https://www.econbiz.de/10010349514
Persistent link: https://www.econbiz.de/10011436216
Long dated fixed income securities play an important role in asset-liability management, in life insurance and in annuity businesses. This paper applies the benchmark approach, where the growth optimal portfolio (GOP) is employed as numeraire together with the real world probability measure for...
Persistent link: https://www.econbiz.de/10013026575
Persistent link: https://www.econbiz.de/10002250936
Persistent link: https://www.econbiz.de/10008662357
Persistent link: https://www.econbiz.de/10003384030
Persistent link: https://www.econbiz.de/10001619289
Persistent link: https://www.econbiz.de/10001620447