Matches in SemOpenAlex for { <https://semopenalex.org/work/W3125689905> ?p ?o ?g. }
Showing items 1 to 98 of
98
with 100 items per page.
- W3125689905 endingPage "76" @default.
- W3125689905 startingPage "55" @default.
- W3125689905 abstract "Abstract 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 related to unit-linked life-insurance products and can be considered as alternatives to direct investment in the underlying benchmark. They contain an embedded power option, and the key issue is the tractable and realistic hedging of this option, in order to rigorously justify valuation by arbitrage arguments and prevent the guarantees from becoming uncontrollable liabilities to the issuer. We show how to determine the contract parameters conservatively and implement robust risk-management strategies." @default.
- W3125689905 created "2021-02-01" @default.
- W3125689905 creator A5063675319 @default.
- W3125689905 creator A5080720170 @default.
- W3125689905 date "2008-05-01" @default.
- W3125689905 modified "2023-09-26" @default.
- W3125689905 title "The Risk Management of Minimum Return Guarantees" @default.
- W3125689905 cites W1985018066 @default.
- W3125689905 cites W2003124906 @default.
- W3125689905 cites W2008524151 @default.
- W3125689905 cites W2014655641 @default.
- W3125689905 cites W2018055712 @default.
- W3125689905 cites W2027654260 @default.
- W3125689905 cites W2033635080 @default.
- W3125689905 cites W2034413077 @default.
- W3125689905 cites W2034441475 @default.
- W3125689905 cites W2041550349 @default.
- W3125689905 cites W2051645245 @default.
- W3125689905 cites W2073919559 @default.
- W3125689905 cites W2077791698 @default.
- W3125689905 cites W2079233604 @default.
- W3125689905 cites W2093824721 @default.
- W3125689905 cites W2103010007 @default.
- W3125689905 cites W2115163964 @default.
- W3125689905 cites W2118678844 @default.
- W3125689905 cites W2170444200 @default.
- W3125689905 cites W2338681524 @default.
- W3125689905 cites W3121200142 @default.
- W3125689905 cites W3122306484 @default.
- W3125689905 cites W3124067091 @default.
- W3125689905 cites W3124226896 @default.
- W3125689905 cites W3124969935 @default.
- W3125689905 cites W3125127545 @default.
- W3125689905 cites W4242741735 @default.
- W3125689905 cites W591152117 @default.
- W3125689905 doi "https://doi.org/10.1007/bf03342702" @default.
- W3125689905 hasPublicationYear "2008" @default.
- W3125689905 type Work @default.
- W3125689905 sameAs 3125689905 @default.
- W3125689905 citedByCount "8" @default.
- W3125689905 countsByYear W31256899052012 @default.
- W3125689905 countsByYear W31256899052020 @default.
- W3125689905 crossrefType "journal-article" @default.
- W3125689905 hasAuthorship W3125689905A5063675319 @default.
- W3125689905 hasAuthorship W3125689905A5080720170 @default.
- W3125689905 hasBestOaLocation W31256899051 @default.
- W3125689905 hasConcept C10138342 @default.
- W3125689905 hasConcept C13280743 @default.
- W3125689905 hasConcept C138170105 @default.
- W3125689905 hasConcept C144133560 @default.
- W3125689905 hasConcept C160623529 @default.
- W3125689905 hasConcept C162118730 @default.
- W3125689905 hasConcept C162324750 @default.
- W3125689905 hasConcept C185798385 @default.
- W3125689905 hasConcept C186027771 @default.
- W3125689905 hasConcept C205649164 @default.
- W3125689905 hasConcept C2780821815 @default.
- W3125689905 hasConcept C32896092 @default.
- W3125689905 hasConcept C80515813 @default.
- W3125689905 hasConcept C86637286 @default.
- W3125689905 hasConceptScore W3125689905C10138342 @default.
- W3125689905 hasConceptScore W3125689905C13280743 @default.
- W3125689905 hasConceptScore W3125689905C138170105 @default.
- W3125689905 hasConceptScore W3125689905C144133560 @default.
- W3125689905 hasConceptScore W3125689905C160623529 @default.
- W3125689905 hasConceptScore W3125689905C162118730 @default.
- W3125689905 hasConceptScore W3125689905C162324750 @default.
- W3125689905 hasConceptScore W3125689905C185798385 @default.
- W3125689905 hasConceptScore W3125689905C186027771 @default.
- W3125689905 hasConceptScore W3125689905C205649164 @default.
- W3125689905 hasConceptScore W3125689905C2780821815 @default.
- W3125689905 hasConceptScore W3125689905C32896092 @default.
- W3125689905 hasConceptScore W3125689905C80515813 @default.
- W3125689905 hasConceptScore W3125689905C86637286 @default.
- W3125689905 hasIssue "1" @default.
- W3125689905 hasLocation W31256899051 @default.
- W3125689905 hasLocation W31256899052 @default.
- W3125689905 hasLocation W31256899053 @default.
- W3125689905 hasLocation W31256899054 @default.
- W3125689905 hasOpenAccess W3125689905 @default.
- W3125689905 hasPrimaryLocation W31256899051 @default.
- W3125689905 hasRelatedWork W112868632 @default.
- W3125689905 hasRelatedWork W1649244236 @default.
- W3125689905 hasRelatedWork W2025434181 @default.
- W3125689905 hasRelatedWork W2382416395 @default.
- W3125689905 hasRelatedWork W2582704060 @default.
- W3125689905 hasRelatedWork W2769704489 @default.
- W3125689905 hasRelatedWork W3097410172 @default.
- W3125689905 hasRelatedWork W3125689905 @default.
- W3125689905 hasRelatedWork W325024245 @default.
- W3125689905 hasRelatedWork W241085637 @default.
- W3125689905 hasVolume "1" @default.
- W3125689905 isParatext "false" @default.
- W3125689905 isRetracted "false" @default.
- W3125689905 magId "3125689905" @default.
- W3125689905 workType "article" @default.