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1 |
Minimum return rate guarantees under default risk: optimal design of quantile guarantees
Enthalten in Review of managerial science 19.8.2020: 1-28
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2 |
Verschiedene Unsicherheitsstufen
Enthalten in Universität Duisburg-Essen: Unikate H. 52 (2018), S. 30-41
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3 |
The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk
Enthalten in Review of derivatives research 16.3.2017: 1-28
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4 |
Performance evaluation of optimized portfolio insurance strategies
Zieling, Daniel. - Duisburg : Univ., 2012
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5 |
Primal-dual linear Monte Carlo algorithm for multiple stopping - an application to flexible caps
Balder, Sven. - Berlin : WIAS, 2011
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6 |
Primal-dual linear Monte Carlo algorithm for multiple stopping : an application to flexible caps
Balder, Sven. - Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2011
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7 |
Cash-lock comparison of portfolio insurance strategies
Balder, Sven. - Duisburg : Univ. Duisburg-Essen, 2010
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8 |
Deferred life annuities
Mahayni, Antje. - Duisburg : Univ., 2010
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9 |
Minimum return guarantees with funds switching rights
Mahayni, Antje. - Duisburg : Univ. Duisburg-Essen, 2010
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10 |
Minimum return guarantees with funds switching rights : an optimal stopping problem
Mahayni, Antje. - Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2010
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