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Bachelier model with stopping time and its insurance application
Glazyrina, Anna; Melʹnikov, Aleksandr V. - In: Insurance / Mathematics & economics 93 (2020), pp. 156-167
Persistent link: https://www.econbiz.de/10012294092
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Risk management under a prudential policy
Assa, Hirbod - In: Decisions in economics and finance : DEF ; a journal of … 38 (2015) 2, pp. 217-230
Persistent link: https://www.econbiz.de/10011342170
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Insuring against the shortfall risk associated with real options
Weisshaupt, Heinz - In: Decisions in economics and finance : DEF ; a journal of … 26 (2003) 2, pp. 81-96
Persistent link: https://www.econbiz.de/10001827948
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A mixed PDE-Monte Carlo approcha for pricing credit default index swaptions
Bally, Vlad; Caramellino, Lucia; Zanette, Antonino - In: Decisions in economics and finance : DEF ; a journal of … 29 (2006) 2, pp. 121-137
Persistent link: https://www.econbiz.de/10003835675
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Efficient quasi-Monte simulations for pricing high-dimensional path-dependent options
Sabino, Piergiacomo - In: Decisions in economics and finance : DEF ; a journal of … 32 (2009) 1, pp. 49-65
Persistent link: https://www.econbiz.de/10003835862
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Sensitivities for Bermudan options by regression methods
Belomestny, Denis; Milʹstejn, Grigorij N.; … - In: Decisions in economics and finance : DEF ; a journal of … 33 (2010) 2, pp. 117-138
Persistent link: https://www.econbiz.de/10008668146
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Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee
Nteukam T., Oberlain; Planchet, Frédéric; Thérond, … - In: Insurance / Mathematics & economics 48 (2011) 2, pp. 161-175
Persistent link: https://www.econbiz.de/10008989359
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Utility indifference valuation for jump risky assets
Ceci, Claudia; Gerardi, Anna - In: Decisions in economics and finance : DEF ; a journal of … 34 (2011) 2, pp. 85-120
Persistent link: https://www.econbiz.de/10009375096
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Lévy risk model with two-sided jumps and a barrier dividend strategy
Bo, Lijun; Song, Renming; Tang, DanLing; Wang, Yongjin; … - In: Insurance / Mathematics & economics 50 (2012) 2, pp. 280-291
Persistent link: https://www.econbiz.de/10009507927
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Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform
Hao, Xuemiao; Li, Xuan - In: Insurance / Mathematics & economics 65 (2015), pp. 103-110
Persistent link: https://www.econbiz.de/10011422882