The benefits of return smoothing in insurer's cover funds – analyzes from a client's perspective
Author:
Affiliation:
1. Institut für Finanz- und Aktuarwissenschaften, Ulm University, Ulm, Germany
2. Department of Mathematics and Economics, Ulm University, Ulm, Germany
Funder
Graduate & Professional Training Center Ulm - ProTrainU - Start Funding - Ulm University
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous)
Link
https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2023.2297052
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3. Berninger Christoph and Julian Pfeiffer. 2020. The Gauss2++ Model-A Consistent Risk Neutral and Real World Calibration . Univeristy of Munich: Working Paper Number 21 2020 Center for Quantitative Risk Analysis (CEQURA). https://www.cequra.unimuenchen.de/download/cequra_wp21.pdf
4. OPTIMAL INVESTMENT DECISIONS FOR A PORTFOLIO WITH A ROLLING HORIZON BOND AND A DISCOUNT BOND
5. A new approach for satisfactory pensions with no guarantees
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