Designing and pricing guarantee options in defined contribution pension plans (Q896773)
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scientific article; zbMATH DE number 6520870
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Designing and pricing guarantee options in defined contribution pension plans |
scientific article; zbMATH DE number 6520870 |
Statements
Designing and pricing guarantee options in defined contribution pension plans (English)
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14 December 2015
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option pricing
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minimum guarantee
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defined benefit
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defined contribution
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embedded options
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risk sharing
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portfolio selection
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stochastic programming
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0.8097442984580994
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0.755282461643219
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0.7544561624526978
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0.7540998458862305
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0.7477929592132568
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