Browsing Matematisk institutt by Author "Hove, Arne"

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  • Pricing interest rate guarantees in a defined benefit pension system 
    Henriksen, Pål Nicolai; Hove, Arne; Meyer-Brandis, Thilo; Proske, Frank (Research report / Forskningsrapport, 2009)
    In Norwegian defined benefit pensions, assets corresponding to the premium reserve and premium fund are guaranteed a minimum return of a fixed rate r. This r is the same interest rate used for discounting when calculating ...