{"title":"养老产品的机会-风险分类:科学概念与挑战","authors":"R. Korn, A. Wagner","doi":"10.1142/9789813272569_0015","DOIUrl":null,"url":null,"abstract":"We survey the underlying scientific concepts and aspects of the implementation of the classification of state-subsidized private German pension products into five different chance-risk classes. The topics range from the choice and calibration of the capital market model via simulation issues of various pension products to specific research topics such as the behavior of chance-risk curves or new valuation algorithms for cliquet-type options.","PeriodicalId":128926,"journal":{"name":"Innovations in Insurance, Risk- and Asset Management","volume":"2 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2018-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"12","resultStr":"{\"title\":\"Chance-Risk Classification of Pension Products: Scientific Concepts and Challenges\",\"authors\":\"R. Korn, A. Wagner\",\"doi\":\"10.1142/9789813272569_0015\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We survey the underlying scientific concepts and aspects of the implementation of the classification of state-subsidized private German pension products into five different chance-risk classes. The topics range from the choice and calibration of the capital market model via simulation issues of various pension products to specific research topics such as the behavior of chance-risk curves or new valuation algorithms for cliquet-type options.\",\"PeriodicalId\":128926,\"journal\":{\"name\":\"Innovations in Insurance, Risk- and Asset Management\",\"volume\":\"2 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2018-09-05\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"12\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Innovations in Insurance, Risk- and Asset Management\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1142/9789813272569_0015\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Innovations in Insurance, Risk- and Asset Management","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1142/9789813272569_0015","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Chance-Risk Classification of Pension Products: Scientific Concepts and Challenges
We survey the underlying scientific concepts and aspects of the implementation of the classification of state-subsidized private German pension products into five different chance-risk classes. The topics range from the choice and calibration of the capital market model via simulation issues of various pension products to specific research topics such as the behavior of chance-risk curves or new valuation algorithms for cliquet-type options.
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