Article ID Journal Published Year Pages File Type
5089746 Journal of Banking & Finance 2012 12 Pages PDF
Abstract
► Analysis of impacts of the rider to decide on investment decisions dynamically. ► Illustration of investment and utility effects under background risk. ► Simulation study shedding light on the question if the rider is worth its costs.
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Authors
, ,