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isPartOf:"CoFE Discussion Paper"
subject:"Hedging"
~isPartOf:"Asia-Pacific journal of risk and insurance : APJRI"
~isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
~subject:"Derivat"
~type:"article"
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Hedging
Derivat
Risikomanagement
66
Risk management
66
Insurance
16
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16
Mortality
15
Sterblichkeit
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Lebensversicherung
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Ai, Jing
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CoFE Discussion Paper
Asia-Pacific journal of risk and insurance : APJRI
The journal of risk and insurance : the journal of the American Risk and Insurance Association
Journal of banking & finance
32
Energy economics
31
Insurance / Mathematics & economics
27
Finance research letters
22
European journal of operational research : EJOR
20
Journal of Risk Finance
17
International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
15
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Review of Pacific Basin financial markets and policies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Journal of risk
8
Research in international business and finance
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The European journal of finance
8
The journal of corporate finance : contracting, governance and organization
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American journal of agricultural economics
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European financial management : the journal of the European Financial Management Association
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International journal of financial engineering
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Journal of agricultural and applied economics
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Journal of risk management in financial institutions
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Pacific-Basin finance journal
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Financial derivatives : pricing and risk management
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International Journal of Financial Studies : open access journal
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
15
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1
Dynamic hedging strategies based on changing pricing parameters for compound ratchets
Gaillardetz, Patrice
;
El Khoury, Samia
- In:
Asia-Pacific journal of risk and insurance : APJRI
14
(
2020
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012196944
Saved in:
2
Allocating overseas : risk assessment of currency hedging in Taiwan life insurance industry
Chang, Shih-Chieh
;
Lee, Yen-Kuan
;
Hsuan, Wei
;
Tu, Chang-ye
- In:
Asia-Pacific journal of risk and insurance : APJRI
14
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012196962
Saved in:
3
Hedging flood losses using cat bonds
Têtu, Alexandre
;
Lai, Van Son
;
Soumaré, Issouf
; …
- In:
Asia-Pacific journal of risk and insurance : APJRI
9
(
2015
)
2
,
pp. 149-184
Persistent link: https://www.econbiz.de/10011407695
Saved in:
4
The determinants of the use of derivatives in the Japanese insurance companies
Lantara, I. Wayan Nuka
;
Takao, Atsushi
- In:
Asia-Pacific journal of risk and insurance : APJRI
8
(
2014
)
1
,
pp. 57-81
Persistent link: https://www.econbiz.de/10010393626
Saved in:
5
Pricing and hedging variable annuities in a Lévy market : a risk management perspective
Kélani, Abdou
;
Quittard-Pinon, François
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
1
,
pp. 209-238
Persistent link: https://www.econbiz.de/10011658207
Saved in:
6
Dynamic longevity hedging in the presence of population basis risk : a feasibility analysis from technical and economic perspectives
Zhou, Kenneth Q.
;
Siu-Hang Li, Johnny
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 417-437
Persistent link: https://www.econbiz.de/10011685202
Saved in:
7
Hedging longevity risk in life settlements using biomedical research-backed obligations
MacMinn, Richard D.
;
Zhu, Nan
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 439-458
Persistent link: https://www.econbiz.de/10011685204
Saved in:
8
Robust mean-variance hedging of longevity risk
Li, Hong
;
De Waegenaere, Anja
;
Melenberg, Bertrand
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 459-475
Persistent link: https://www.econbiz.de/10011685211
Saved in:
9
Single- and cross-generation natural hedging of longevity and financial risk
Luciano, Elisa
;
Regis, Luca
;
Vigna, Elena
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 961-986
Persistent link: https://www.econbiz.de/10011749228
Saved in:
10
Managing mortality risk with longevity bonds when mortality rates are cointegrated
Wong, Tat Wing
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 987-1023
Persistent link: https://www.econbiz.de/10011749231
Saved in:
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