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    A mathematical model for managing equity-linked pensions 

    Julie, Elmerie (University of the Western Cape, 2007)
    Pension fund companies manage and invest large amounts of money on behalf of their members. In return for their contributions, members expect a benefit at termination of their contract. Due to the volatile nature of returns ...

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    AuthorJulie, Elmerie (1)Subject
    call option (1)
    defined benefit (1)defined contribution (1)Lagrangian (1)maximum benefit (1)minimum guarantee (1)pension fund (1)put option (1)return on investment (1)sharing rule in pension funds (1)... View MoreDate Issued2007 (1)

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