Minimum rate of return guarantees: The danish case

Scandinavian Actuarial Journal

Volumn 2002, Issue 4, 2002, Pages 280-318

  Hansen, Mette ^a   Miltersen, Kristian R ^a  

^a UNIVERSITY OF SOUTHERN DENMARK   (Denmark)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0345424120     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461230110106282     Document Type: Article

References (10)

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8. Miltersen, K. R. & Persson, S. A. (2000). Guaranteed investment contracts: distributed and undistributed excess return, Working Paper, Institute of Finance and Management Science, Norwegian School of Economics and Business Administration, Helleveien 30, N-5045
9. Norberg, R. (1999). A theory of bonus in life insurance. Finance and Stochastic 3(4), 373-390.
10. Vasicek, O. (1977). An equilibrium characterization of the term structure. Journal of Financial Economics 5, 177-188.