Antje Mahayni - Dokumente zum Namen - alle Infos bei Yasni.de

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The Benefit of Life Insurance Contracts with Capped Index...

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We analyze the benefit to the insured of newly traded, innovative life insurance contracts. On a sequence of yearly reference days, the insured can choose betwe

Mahayni, Antje [WorldCat Identities]

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Most widely held works by Antje Mahayni ... Minimum return guarantees with funds switching rights : an optimal stopping problem by Antje Mahayni( Book )

Abstracts | 8th World Congress

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Abstracts. Optimality and robustness of rule-based trigger strategies. Ruediger Kiesel (University Duisburg-Essen, Germany). Joint work with Antje Mahayni. Thursday June 5, 14:00-14:30 | session 8.2 | Portfolio Optimization | room CD. The focus of the paper is on the performance of proportional insurance (PPI) strategies ...

The Risk Management of Minimum Return Guarantees by Antje Brigitte...

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Contracts paying a guaranteed minimum rate of return and a fraction of a positive excess rate, which is specified relative to a benchmark portfolio, are closely