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Pricing and Hedging in Incompl...
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Robust hedging of terminal wealth under interest rate risk and inflation risk
Balter, Anne
;
Coumans, Lieske
;
Jong, Frank de
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2021
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This version: November 9, 2021
Persistent link: https://www.econbiz.de/10012664512
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2
The effect of marital status on life expectancy : is cohabitation as protective as marriage?
Balter, Anne
;
Bjerre, Dorethe Skovgaard
; …
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2023
Persistent link: https://www.econbiz.de/10014448113
Saved in:
3
Comparative risk aversion vs. threshold choice in the Omega ratio
Balter, Anne
;
Chau, Ki Wai
;
Schweizer, Nikolaus
-
2023
Persistent link: https://www.econbiz.de/10014448116
Saved in:
4
A comparison of pension fund regulation in Canada and the Netherlands
Fredrix, Rowan
;
Pelsser, Antoon André Jean
;
Shen, Sally
-
2021
Persistent link: https://www.econbiz.de/10012488743
Saved in:
5
Dual formulation of the optimal consumption problem with multiplicative habit formation
Kamma, Thijs
;
Pelsser, Antoon André Jean
-
2022
Persistent link: https://www.econbiz.de/10013433524
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6
Investing towards an exogenous reference level using a lower partial moments criterion
Kamma, Thijs
;
Pelsser, Antoon André Jean
-
2022
Persistent link: https://www.econbiz.de/10013433526
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7
The recovery potential for underfunded pension plans
Pelsser, Antoon André Jean
;
Yang, Li
-
2022
Persistent link: https://www.econbiz.de/10013411738
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8
Target-based investment for long-term investors under stochastic volatility
Pelsser, Antoon André Jean
;
Yang, Li
-
2023
Persistent link: https://www.econbiz.de/10014458738
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9
A market and time consistent extension for the EIOPA risk margin
Salahnejhad Ghalehjooghi, Ahmad
;
Pelsser, Antoon André Jean
-
2023
Persistent link: https://www.econbiz.de/10014458739
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