A utility-based comparison of pension funds and life insurance companies under regulatory constraints (Q2276252)
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scientific article; zbMATH DE number 5934663
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| English | A utility-based comparison of pension funds and life insurance companies under regulatory constraints |
scientific article; zbMATH DE number 5934663 |
Statements
A utility-based comparison of pension funds and life insurance companies under regulatory constraints (English)
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1 August 2011
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pension plans
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annuities
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barrier options
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contingent claim approach
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certainty equivalents
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0.6873106956481934
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0.6870183348655701
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0.6861817836761475
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0.6718874573707581
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0.6676430106163025
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