The Faculty of Law and Economics: Browsing Rechts- und Staatswissenschaftliche Fakultät by Author "Chen, An"
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Essays about Option Valuation under Stochastic Interest Rates
Wittke, Manuel (2011-04-06)This thesis consists of three essays on the valuation of options under stochastic interest rates. <br /> In the first essay we examine multivariate models where the stochastic process of a log-normally distributed underlying ... -
Essays on Defined Benefit Pension Insurance and Participating Life Insurance
Cheng, Chunli (2015-12-22)This dissertation deals with two important types of insurance: defined benefit pension insurance in Chapter 2 and participating life insurance in Chapters 3 and 4.<br /> In Chapter 2, a termination rule based on a critical ... -
Four Essays in Equity-Linked Life and Pension Insurance: Financial Analysis of Surrender Guarantees, Pension Guarantee Funds and Pension Retirement Plans
Uzelac, Filip (2014-10-07)In this dissertation we study three very important types of insurance, equity-linked life insurance with surrender guarantees, pension insurance and the insurance provided by (pension) insurance guarantee funds.<br /> In ... -
The Impact of Bounded Rationality on Equity-Linked Life Insurance and Technical Trading
Hilpert, Christian Martin (2014-10-07)This dissertation deals with the impact of investor behavior for life insurance and technical trading. The first part of this dissertation is concerned with equity-linked life insurance contracts, while the second part of ... -
Risk Management of Life Insurance Contracts with Interest Rate and Return Guarantees and an Analysis of Chapter 11 Bankruptcy Procedure
Chen, An (2007)Equity-linked life insurance contracts are an example of theinterplay between insurance and finance. By considering some specific equity-linked life insurance contracts, this thesis mainly studies risk management methods, ...