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~person:"Delong, Łukasz"
~subject:"Derivative"
~subject:"Life insurance"
~subject:"Mathematische Optimierung"
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Delong, Łukasz
Chiang, Alpha C.
8
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5
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4
Dhaene, Jan
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Fair valuation of insurance liability cash-flow streams in continuous time : theory
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 196-208
Persistent link: https://www.econbiz.de/10012105568
Saved in:
2
Fair valuation of insurance liability cash-flow streams in continuous time : applications
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
2
,
pp. 299-333
Persistent link: https://www.econbiz.de/10012056592
Saved in:
3
Practical and theoretical aspects of market-consistent valuation and hedging of insurance liabilities
Delong, Łukasz
- In:
Bank i kredyt
42
(
2011
)
1
,
pp. 49-78
Persistent link: https://www.econbiz.de/10008906090
Saved in:
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