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Valuing inflation-linked death benefits under a stochastic volatility framework
Liang, Zongxia; Sheng, Wenlong - In: Insurance / Mathematics & economics 69 (2016), pp. 45-58
Persistent link: https://www.econbiz.de/10011530922
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Pricing and hedging basket options with exact moment matching
Leccadito, Arturo; Paletta, Tommaso; Tunaru, Radu - In: Insurance / Mathematics & economics 69 (2016), pp. 59-69
Persistent link: https://www.econbiz.de/10011530924
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Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options
Shen, Yang; Sherris, Michael; Ziveyi, Jonathan - In: Insurance / Mathematics & economics 69 (2016), pp. 127-137
Persistent link: https://www.econbiz.de/10011530941
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Applications of central limit theorems for equity-linked insurance
Feng, Runhuan; Shimizu, Yasutaka - In: Insurance / Mathematics & economics 69 (2016), pp. 138-148
Persistent link: https://www.econbiz.de/10011530942
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A self-exciting threshold jump-diffusion model for option valuation
Siu, Tak Kuen - In: Insurance / Mathematics & economics 69 (2016), pp. 168-193
Persistent link: https://www.econbiz.de/10011530946
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Options on tontines : an innovative way of combining tontines and annuities
Chen, An; Rach, Manuel - In: Insurance / Mathematics & economics 89 (2019), pp. 182-192
Persistent link: https://www.econbiz.de/10012133527
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Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm : the principle of equivalent forward preferences
Chong, Wing Fung - In: Insurance / Mathematics & economics 88 (2019), pp. 93-107
Persistent link: https://www.econbiz.de/10012105518
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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
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Valuation of contingent convertible catastrophe bonds : the case for equity conversion
Burnecki, Krzysztof; Giuricich, Mario Nicoló; … - In: Insurance / Mathematics & economics 88 (2019), pp. 238-254
Persistent link: https://www.econbiz.de/10012105571
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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