On the optimal design of insurance contracts with guarantees (Q659256)
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scientific article; zbMATH DE number 6004715
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the optimal design of insurance contracts with guarantees |
scientific article; zbMATH DE number 6004715 |
Statements
On the optimal design of insurance contracts with guarantees (English)
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10 February 2012
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interest rate guarantee
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optimal portfolio choice
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utility loss
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guarantee scheme
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CPPI
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0.8179903626441956
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0.8000676035881042
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0.7979841828346252
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0.7882200479507446
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0.7857916355133057
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