Publications of the Research Unit Pensions and Sustainable Financial Markets

  1. Discussion and Working Paper // 2005

    Pricing and Risk Analysis of Maturity Guarantees Embedded in the Retirement Investment Products

    Numerous insurance and investment products offered by the private financial industry contain embedded investment guarantees. In these products the contributions are invested on the capital market, which involves…

  2. Contributions to Edited Volumes and Conference Proceedings // 2005

    Pricing and Risk Analysis of Maturity Guarantees Embedded in the Retirement Investment Products - Markov Switching Approach

    Numerous insurance and investment products offered by the private financial industry contain embedded investment guarantees. In these products the contributions are invested on the capital market, which involves…

Further Publications

ZEW Financial Market Survey

German Real Estate Finance Index (DIFI Report)