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Valuation and hedging of CDS counterparty exposure in a Markov copula model
Bielecki, Tomasz R.; Crépey, S.; Jeanblanc, Monique; … - In: International journal of theoretical and applied finance 15 (2012) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10009562148
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Pricing, hedging, and designing derivatives with risk measures
Barrieu, Pauline; El Karoui, Nicole - In: Indifference pricing : theory and applications, (pp. 77-146). 2009
Persistent link: https://www.econbiz.de/10003807579
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Dynamic financial risk management
Barrieu, Pauline; El Karoui, Nicole - In: Aspects of mathematical finance, (pp. 23-35). 2008
Persistent link: https://www.econbiz.de/10003653391
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Partial splitting of longevity and financial risks : the longevity nominal choosing swaptions
Bensusan, Harry; El Karoui, Nicole; Loisel, Stéphane; … - In: Insurance / Mathematics & economics 68 (2016), pp. 73-83
Persistent link: https://www.econbiz.de/10011492465
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Le risque de longévité est-il assurable?
El Karoui, Nicole; Loisel, Stéphane - In: Revue d'économie financière : revue trimestrielle de … 126 (2017) 2, pp. 107-122
Persistent link: https://www.econbiz.de/10011741748
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Le prix du risque de longévité
El Karoui, Nicole; Hillairet, Caroline; Loisel, Stéphane; … - In: Revue d'économie financière : revue trimestrielle de … 133 (2019) 1, pp. 129-145
Persistent link: https://www.econbiz.de/10012431979