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Efficient option risk measurement with reduced model risk
Mitra, Sovan - In: Insurance / Mathematics & economics 72 (2017), pp. 163-174
Persistent link: https://www.econbiz.de/10011694422
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Efficient randomized quasi-Monte Carlo methods for portfolio market risk
Sak, Halis; Başoğlu, İsmail - In: Insurance / Mathematics & economics 76 (2017), pp. 87-94
Persistent link: https://www.econbiz.de/10011774777
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Pension risk management with funding and buyout options
Cox, Samuel H.; Lin, Yijia; Shi, Tianxiang - In: Insurance / Mathematics & economics 78 (2018), pp. 183-200
Persistent link: https://www.econbiz.de/10011825260
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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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Equity-linked pension schemes with guarantees
Aase Nielsen, Jørgen; Sandmann, Klaus; Schlögl, Erik - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 547-564
Persistent link: https://www.econbiz.de/10009404671
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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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Deep hedging of long-term financial derivatives
Carbonneau, Alexandre - In: Insurance / Mathematics & economics 99 (2021), pp. 327-340
Persistent link: https://www.econbiz.de/10012649223
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Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting
Bosserhoff, Frank; Stadje, Mitja - In: Insurance / Mathematics & economics 100 (2021), pp. 130-146
Persistent link: https://www.econbiz.de/10012622385
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Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process
Palmowski, Z.; Budhi Arta Surya - In: Insurance / Mathematics & economics 93 (2020), pp. 168-177
Persistent link: https://www.econbiz.de/10012294093
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Hedging of crop harvest with derivatives on temperature
Hainaut, Donatien - In: Insurance / Mathematics & economics 84 (2019), pp. 98-114
Persistent link: https://www.econbiz.de/10011990451