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Risk-minimization for life insurance liabilities with basis risk
Biagini, Francesca; Rheinländer, Thorsten; Schreiber, Irene - In: Mathematics and financial economics 10 (2016) 2, pp. 151-178
Persistent link: https://www.econbiz.de/10011485900
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Local risk-minimization under the benchmark approach
Biagini, Francesca; Cretarola, Alessandra; Platen, Eckhard - In: Mathematics and financial economics 8 (2014) 2, pp. 109-134
Persistent link: https://www.econbiz.de/10010341774
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Systemic optimal risk transfer equilibrium
Biagini, Francesca; Doldi, Alessandro; Fouque, Jean-Pierre - In: Mathematics and financial economics 15 (2021) 2, pp. 233-274
Persistent link: https://www.econbiz.de/10012500020
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The learning premium
Bichuch, Maxim; Guasoni, Paolo - In: Mathematics and financial economics 14 (2020) 1, pp. 175-205
Persistent link: https://www.econbiz.de/10012239991
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Informational efficiency and welfare
Bernardinelli, Luca; Guasoni, Paolo; Mayerhofer, Eberhard - In: Mathematics and financial economics 16 (2022) 4, pp. 659-683
Persistent link: https://www.econbiz.de/10013438876