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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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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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Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts
Pansera, Jérôme - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10009501707
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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
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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
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The instantaneous return and volatility of a covered call position
Edwards, Craig Steven - In: Applied economics letters 22 (2015) 13/15, pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
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Control variates and conditional Monte Carlo for basket and Asian options
Dingeç, Kemal Dinçer; Hörmann, Wolfgang - In: Insurance / Mathematics & economics 52 (2013) 3, pp. 421-434
Persistent link: https://www.econbiz.de/10009763657
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Stochastic modeling and fair valuation of drawdown insurance
Zhang, Hongzhong; Leung, Tim; Hadjiliadis, Olympia - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 840-850
Persistent link: https://www.econbiz.de/10010227813
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Optimal dividend problem with a terminal value for spectrally positive Lévy processes
Yin, Chuancun; Wen, Yuzhen - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 769-773
Persistent link: https://www.econbiz.de/10010227876