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Simplified hedge for path-depe...
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ECONIS (ZBW)
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1
Valuation of reverse mortgages with default risk models
Bernard, Carole
;
Kolkiewicz, Adam
;
Tang, Junsen
- In:
The journal of real estate finance and economics
66
(
2023
)
4
,
pp. 806-839
Persistent link: https://www.econbiz.de/10014258992
Saved in:
2
Where Less Is More: Reducing Variable Annuity Fees to Benefit Policyholder and Insurer
Bernard, Carole
;
Moenig, Thorsten
- In:
Journal of Risk and Insurance
86
(
2018
)
3
,
pp. 761-782
Persistent link: https://www.econbiz.de/10012094540
Saved in:
3
Asset risk management of participating contracts
Bernard, Carole
;
Le Courtois, Olivier
- In:
Asia-Pacific journal of risk and insurance : APJRI
6
(
2012
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010126513
Saved in:
4
A new approach to assessing model risk in high dimensions
Bernard, Carole
;
Vanduffel, Steven
- In:
Journal of banking & finance
58
(
2015
),
pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
Saved in:
5
Semi-static hedging of variable annuities
Bernard, Carole
;
Kwak, Minsuk
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 173-186
Persistent link: https://www.econbiz.de/10011457236
Saved in:
6
A model-free approach to multivariate option pricing
Bernard, Carole
;
Bondarenko, Oleg
;
Vanduffel, Steven
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 135-155
Persistent link: https://www.econbiz.de/10012549100
Saved in:
7
When do two- or three-fund separation theorems hold?
Bernard, Carole
;
De Vecchi, Corrado
;
Vanduffel, Steven
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1869-1883
Persistent link: https://www.econbiz.de/10012696788
Saved in:
8
Optimal annuity demand for general expected utility agents
Bernard, Carole
;
De Gennaro Aquino, Luca
;
Levante, Lucia
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 70-79
Persistent link: https://www.econbiz.de/10012793910
Saved in:
9
Optimal insurance in the presence of multiple policyholders
Bernard, Carole
;
Liu, Fangda
;
Vanduffel, Steven
- In:
Journal of economic behavior & organization : JEBO
180
(
2020
),
pp. 638-656
Persistent link: https://www.econbiz.de/10012487474
Saved in:
10
Range value-at-risk bounds for unimodal distributions under partial information
Bernard, Carole
;
Kazzi, Rodrigue
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012419085
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