10 citations · 19 across the 10 of their papers we have counts for
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q-fin.RM2019★ 10 cited
Maximising with-profit pensions without guarantees
M. Carmen Boado-Penas, Julia Eisenberg, Paul Krühner
Currently, pension providers are running into trouble mainly due to the ultra-low interest rates and the guarantees associated to some pension benefits. With the aim of reducing th…
q-fin.RM2018
Suboptimal Control of Dividends under Exponential Utility
Julia Eisenberg, Paul Krühner
We consider an insurance company modelling its surplus process by a Brownian motion with drift. Our target is to maximise the expected exponential utility of discounted dividend pa…