Media type: E-Book Title: Analytic valuation of GMDB options with utility based asset allocation Contributor: Ulm, Eric [VerfasserIn] imprint: Wellington: School of Economics and Finance, Victoria University of Wellington, [2020] Published in: SEF working paper ; 2020,1 Extent: 1 Online-Ressource (circa 47 Seiten); Illustrationen Language: English Identifier: Keywords: Private Altersvorsorge ; Investmentfonds ; Sterblichkeit ; Hedging ; Optionspreistheorie ; Graue Literatur Origination: Footnote: Access State: Open Access