Guaranteed Investment Contracts: Distributed and Undistributed Excess Return

By Miltersen K.R.   Persson S-a.  

Scandinavian Actuarial Journal, Vol. 2003, Iss. 4, 2003-10 ,pp. : 257-279

Taylor & Francis Ltd

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Pricing guaranteed minimum withdrawal benefits under stochastic interest rates

By Peng Jingjiang   Leung Kwai Sun   Kwok Yue Kuen  

Quantitative Finance, Vol. 12, Iss. 6, 2012-06 ,pp. : 933-941

Routledge Ltd

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Minimum Rate of Return Guarantees: the Danish Case

By Hansen Mette   Miltersen Kristian R.  

Scandinavian Actuarial Journal, Vol. 2002, Iss. 4, 2002-09 ,pp. : 280-318

Taylor & Francis Ltd

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The performance of enhanced-return index funds: evidence from bootstrap analysis

By Chen An-Sing   Chu Yeh-Chung   Leung Mark T.  

Quantitative Finance, Vol. 12, Iss. 3, 2012-03 ,pp. : 383-395

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A VaR Black–Litterman model for the construction of absolute return fund-of-funds

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Quantitative Finance, Vol. 11, Iss. 10, 2011-10 ,pp. : 1489-1501

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