Kód: 06885165
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 ... celý popis
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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.
Zaradenie knihy Knihy po nemecky Sozialwissenschaften, Recht, Wirtschaft Wirtschaft Management
175 €
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