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Nemecký jazyk
Hybrid Pension Schemes
Autor: Roger Baumann
The thesis' focus is on risks aspects evolving from a defined contribution pension plan including a guarantee (or quasi-guarantee). In general the guarantee is assumed to be higher than the riskless yield. From this incomplete market setting evolves a non-hedgeable... Viac o knihe
Na objednávku, dodanie 2-4 týždne
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O knihe
The thesis' focus is on risks aspects evolving from a defined contribution pension plan including a guarantee (or quasi-guarantee). In general the guarantee is assumed to be higher than the riskless yield. From this incomplete market setting evolves a non-hedgeable shortfall risk. The thesis considers in different continuous-time settings the risk allocation between the plan sponsor and the employee and analyzes the investment strategy of the plan sponsor.
- Vydavateľstvo: Südwestdeutscher Verlag für Hochschulschriften AG Co. KG
- Rok vydania: 2015
- Formát: Paperback
- Rozmer: 220 x 150 mm
- Jazyk: Nemecký jazyk
- ISBN: 9783838101415
Anglický jazyk 
