Korn, RalfRalfKornWagner, AndreasAndreasWagner2022-03-132022-03-132018https://publica.fraunhofer.de/handle/publica/401512We survey the underlying scientific concepts and aspects of the implementation of the classification of state-subsidized private German pension products into five different chance-risk classes. The topics range from the choice and calibration of the capital market model via simulation issues of various pension products to specific research topics such as the behavior of chance-risk curves or new valuation algorithms for cliquet-type options.en003006519conference paper