Optimal Investment Strategies and Performance Sharing Rules for Pension Schemes with Minimum Guarantee
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More about this item
KeywordsPrivate pension schemes; benefit-sharing rules; capital guaranteed products; constant mix strategies; constant proportionality portfolio insurance strategies; utility theory;
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
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