Minimum Return Rate Guarantees under Default Risk - Optimal Design of Quantile Guarantees


The paper analyzes the design of participating life insurance contracts with minimum return rate guarantees. Without default risk, the insured receives the maximum of a guaranteed rate and a participation in the investment... [ view full abstract ]


  1. Antje Mahayni (University Duisburg-Essen)
  2. Oliver Lubos (University Duisburg-Essen)
  3. Sascha Offermann (University Duisburg-Essen)

Topic Area



MO-P-B1 » Insurance (14:30 - Monday, 16th July, Beckett 1)

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