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Systemic risk tradeoffs and option prices
Madan, Dilip B.; Schoutens, Wim - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 222-230
Persistent link: https://www.econbiz.de/10009736112
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Hedging insurance books
Carr, Peter; Madan, Dilip B.; Melamed, Michael; … - In: Insurance / Mathematics & economics 70 (2016), pp. 364-373
Persistent link: https://www.econbiz.de/10011597326
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Systemic risk tradeoffs and option prices
Madan, Dilip B.; Schoutens, Wim - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 222-230
Persistent link: https://www.econbiz.de/10010098499
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The Herd Behavior Index : a new measure for the implied degree of co-movement in stock markets
Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David - In: Insurance / Mathematics & economics 50 (2012) 3, pp. 357-370
Persistent link: https://www.econbiz.de/10009544167
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On the (in-)dependence between financial and actuarial risks
Dhaene, Jan; Kukush, Alexander; Luciano, Elisa; … - In: Insurance / Mathematics & economics 52 (2013) 3, pp. 522-531
Persistent link: https://www.econbiz.de/10009763595
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On the (in-)dependence between financial and actuarial risks
Dhaene, Jan; Kukush, Alexander; Luciano, Elisa; … - In: Insurance / Mathematics & economics 52 (2013) 3, pp. 522-531
Persistent link: https://www.econbiz.de/10010119400
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Short-term risk management using stochastic Taylor expansions under Lévy models
Schoutens, Wim; Studer, Michael - In: Insurance / Mathematics & economics 33 (2003) 1, pp. 173-188
Persistent link: https://www.econbiz.de/10006886812
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The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets
Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David - In: Insurance / Mathematics & economics 50 (2012) 3, pp. 357-371
Persistent link: https://www.econbiz.de/10009846326