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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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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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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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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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Valuing equity-linked death benefits in jump diffusion models
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 615-623
Persistent link: https://www.econbiz.de/10010227922
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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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Analytical pricing of vulnerable options under a generalized jump-diffusion model
Fard, Farzad Alavi - In: Insurance / Mathematics & economics 60 (2015), pp. 19-28
Persistent link: https://www.econbiz.de/10010484842
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A capital allocation based on a solvency exchange option
Kim, Joseph H. T.; Hardy, Mary Rosalyn - In: Insurance / Mathematics & economics 44 (2009) 3, pp. 357-366
Persistent link: https://www.econbiz.de/10009517628
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Pricing perpetual American catastrophe put options : a penalty function approach
Lin, X. Sheldon; Wang, Tao - In: Insurance / Mathematics & economics 44 (2009) 2, pp. 287-295
Persistent link: https://www.econbiz.de/10009517636
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Analytical approximations for prices of swap rate dependent embedded options in insurance products
Plat, Richard; Pelsser, Antoon André Jean - In: Insurance / Mathematics & economics 44 (2009) 1, pp. 124-134
Persistent link: https://www.econbiz.de/10009517653