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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 |
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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5 |
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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6 |
Minimum return guarantees, investment caps, and investment flexibility
Enthalten in Review of derivatives research Bd. 19, 7.11.2015, Nr. 2, date:7.2016: 85-111
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7 |
Optimal collective investment: an analysis of individual welfare
Enthalten in Mathematics and financial economics Bd. 17, 31.12.2022, Nr. 1, date:3.2023: 101-125
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