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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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The valuation of options on discrete dividend-paying stocks
Shan, Yuanchuang; Shu, Huisheng; Zhang, Xuekang; Yi, Haoran - In: Applied economics letters 31 (2024) 12, pp. 1090-1095
Persistent link: https://www.econbiz.de/10014558681
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A note on applying option pricing theory to emerging mortgage and mortgage-backed securities markets
Fei, Peng - In: Applied economics letters 17 (2010) 7/9, pp. 881-885
Persistent link: https://www.econbiz.de/10003996975
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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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Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives
Ahčan, Aleš - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 131-138
Persistent link: https://www.econbiz.de/10009501692
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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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A recursive approach to mortality-linked derivative pricing
Shang, Zhaoning; Goovaerts, Marc J.; Dhaene, Jan - In: Insurance / Mathematics & economics 49 (2011) 2, pp. 240-248
Persistent link: https://www.econbiz.de/10009242028
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State price densities implied from weather derivatives
Härdle, Wolfgang; López Cabrera, Brenda; Teng, Huei-Wen - In: Insurance / Mathematics & economics 64 (2015), pp. 106-125
Persistent link: https://www.econbiz.de/10011397955
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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
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Designing and pricing guarantee options in defined contribution pension plans
Consiglio, Andrea; Tumminello, Michele; Zenios, Stauros … - In: Insurance / Mathematics & economics 65 (2015), pp. 267-279
Persistent link: https://www.econbiz.de/10011428673