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Insurance / Mathematics & economics
Insurance: Mathematics and Economics
15
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Long-term returns in stochastic interest rate models
Deelstra, G.
;
Delbaen, F.
- In:
Insurance / Mathematics & economics
17
(
1995
)
2
,
pp. 163-170
Persistent link: https://www.econbiz.de/10006941286
Saved in:
2
Pricing variable annuity guarantees in a local volatility framework
Deelstra, Griselda
;
Rayée, Grégory
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 650-663
Persistent link: https://www.econbiz.de/10010227910
Saved in:
3
The role of the dependence between mortality and interest rates when pricing guaranteed annuity options
Deelstra, Griselda
;
Grasselli, Martino
;
Van Weverberg, …
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 205-219
Persistent link: https://www.econbiz.de/10011630651
Saved in:
4
Pricing of arithmetic basket options by conditioning
Deelstra, G.
;
Liinev, J.
;
Vanmaele, M.
- In:
Insurance / Mathematics & economics
34
(
2004
)
1
,
pp. 55-78
Persistent link: https://www.econbiz.de/10006883782
Saved in:
5
Static super-replicating strategies for a class of exotic options
Chen, X.
;
Deelstra, G.
;
Dhaene, J.
;
Vanmaele, M.
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 1067-1085
Persistent link: https://www.econbiz.de/10008057645
Saved in:
6
Static super-replicating strategies for a class of exotic options
Chen, X.
;
Deelstra, G.
;
Dhaene, J.
;
Vanmaele, M.
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 1067-1086
Persistent link: https://www.econbiz.de/10008893122
Saved in:
7
Inversed martingales in risk theory : received 21.12.1984
Delbaen, F.
;
Haezendonck, J.
- In:
Insurance / Mathematics & economics
4
(
1985
)
3
,
pp. 201-206
Persistent link: https://www.econbiz.de/10002066066
Saved in:
8
Martingales in Markov processes applied to risk theory
Delbaen, Freddy
- In:
Insurance / Mathematics & economics
5
(
1986
)
3
,
pp. 201-215
Persistent link: https://www.econbiz.de/10001026416
Saved in:
9
Estimation of the yield curve and the forward rate curve starting from a finite number of observations
Delbaen, Freddy
- In:
Insurance / Mathematics & economics
11
(
1992
)
4
,
pp. 259-269
Persistent link: https://www.econbiz.de/10001138774
Saved in:
10
Classical risk theory in an economic environment
Delbaen, Freddy
- In:
Insurance / Mathematics & economics
6
(
1987
)
2
,
pp. 85-116
Persistent link: https://www.econbiz.de/10001038123
Saved in:
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