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Lebensversicherung
Optionspreistheorie
51
Volatilität
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Option pricing theory
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47
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45
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42
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Deutschland
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Melʹnikov, Aleksandr V.
10
Glazyrina, Anna
4
Melnikov, Alexander
3
Tong, Shuo
3
Nosrati, Amir
2
Romanyuk, Yuliya
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Romanyuk, Yuliya V.
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Wan, Hongxi
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Risk and decision analysis
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
Efficient hedging and pricing of equity-linked life insurance contracts on several risky assets
Melʹnikov, Aleksandr V.
;
Romanyuk, Yuliya
-
2006
Persistent link: https://www.econbiz.de/10003396178
Saved in:
2
Valuation of finance/insurance contracts : efficient hedging and stochastic interest rates modeling
Melnikov, Alexander
;
Tong, Shuo
- In:
Risk and decision analysis
5
(
2014
)
1
,
pp. 23-41
Persistent link: https://www.econbiz.de/10010492598
Saved in:
3
Quantile hedging on equity-linked life insurance contracts with transaction costs
Melʹnikov, Aleksandr V.
;
Tong, Shuo
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 77-88
Persistent link: https://www.econbiz.de/10010437626
Saved in:
4
Efficient hedging and pricing of equity-linked life insurance contracts on several risky assets
Melʹnikov, Aleksandr V.
;
Romanyuk, Yuliya
- In:
International journal of theoretical and applied finance
11
(
2008
)
3
,
pp. 295-323
Persistent link: https://www.econbiz.de/10003733149
Saved in:
5
Efficient hedging for defaultable securities and its application to equity-linked life insurance contracts
Melʹnikov, Aleksandr V.
;
Nosrati, Amir
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011404363
Saved in:
6
Efficient hedging for equity-linked life insurance contracts with stochastic interest rate
Melʹnikov, Aleksandr V.
;
Tong, Shuo
- In:
Risk and decision analysis
4
(
2013
)
3
,
pp. 207-223
Persistent link: https://www.econbiz.de/10010190153
Saved in:
7
Quantile hedging in a defaultable market with life insurance applications
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Scandinavian actuarial journal
2021
(
2021
)
3
,
pp. 248-265
Persistent link: https://www.econbiz.de/10012500262
Saved in:
8
Quantile hedging in models with dividends and application to equity-linked life insurance contracts
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Mathematics and financial economics
14
(
2020
)
2
,
pp. 207-224
Persistent link: https://www.econbiz.de/10012240110
Saved in:
9
Bachelier model with stopping time and its insurance application
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 156-167
Persistent link: https://www.econbiz.de/10012294092
Saved in:
10
Equity-linked life insurance : partial hedging methods
Melʹnikov, Aleksandr V.
;
Nosrati, Amir
-
2018
Persistent link: https://www.econbiz.de/10011702306
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