Similar Search Results

Narrow search

A benchmark approach to risk-minimization under partial information

Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra - In: Insurance / Mathematics & economics 55 (2014), pp. 129-146

Persistent link: https://www.econbiz.de/10010366196

Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization

Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra - In: Insurance / Mathematics & economics 60 (2015), pp. 47-60

Persistent link: https://www.econbiz.de/10010484834

Unit-linked life insurance policies : optimal hedging in partially observable market models

Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra - In: Insurance / Mathematics & economics 76 (2017), pp. 149-163

Persistent link: https://www.econbiz.de/10011774803

Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics

Cretarola, Alessandra; Figà-Talamanca, Gianna - In: Economics letters 191 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012508016

Pricing of unemployment insurance products with doubly stochastic Markov chains

Biagini, Francesca; Widenmann, Jan - In: International journal of theoretical and applied finance 15 (2012) 4, pp. 1-32

Persistent link: https://www.econbiz.de/10009624472

Risk minimization for insurance products via F-doubly stochastic Markov chains

Biagini, Francesca; Groll, Andreas; Widenmann, Jan … - In: Risks : open access journal 4 (2016) 3, pp. 1-26

We study risk-minimization for a large class of insurance contracts. Given that the individual progress in time of visiting an insurance policy's states follows an F-doubly stochastic Markov chain, we describe different state-dependent types of insurance benefits. These cover single payments at...

Persistent link: https://www.econbiz.de/10011507634