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On the optimal design of insurance contracts with guarantees
Branger, Nicole; Mahayni, Antje; Schneider, Judith … - In: Insurance / Mathematics & economics 46 (2010) 3, pp. 485-492
Persistent link: https://www.econbiz.de/10003981145
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Variable annuities and the option to seek risk : why should you diversify?
Mahayni, Antje; Schneider, Judith Christiane - In: Journal of banking & finance 36 (2012) 9, pp. 2417-2428
Persistent link: https://www.econbiz.de/10009656192
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Minimum return guarantees, investment caps, and investment flexibility
Mahayni, Antje; Schneider, Judith Christiane - In: Review of derivatives research 19 (2016) 2, pp. 85-111
Persistent link: https://www.econbiz.de/10011927955
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Tractable hedging with additional hedge instruments
Branger, Nicole; Mahayni, Antje - In: Review of derivatives research 14 (2011) 1, pp. 85-114
Persistent link: https://www.econbiz.de/10009272489
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Robustness of stable volatility strategies
Branger, Nicole; Mahayni, Antje; Zieling, Daniel - In: Journal of economic dynamics & control 60 (2015), pp. 134-151
Persistent link: https://www.econbiz.de/10011575084
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Optimal collective investment : an analysis of individual welfare
Branger, Nicole; Chen, An; Mahayni, Antje; Nguyen, Thai - In: Mathematics and financial economics 17 (2023) 1, pp. 101-125
Persistent link: https://www.econbiz.de/10014226255
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Cross-hedging minimum return guarantees : basis and liquidity risks
Ankirchner, Stefan; Schneider, Judith Christiane; … - In: Journal of economic dynamics & control 41 (2014), pp. 93-109
Persistent link: https://www.econbiz.de/10010425003
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Option-implied skewness : Insights from ITM-options
Mohrschladt, Hannes; Schneider, Judith Christiane - In: Journal of economic dynamics & control 131 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012818193
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A toolkit for robust risk assessment using F-divergences
Kruse, Thomas; Schneider, Judith Christiane; Schweizer, … - In: Management science : journal of the Institute for … 67 (2021) 10, pp. 6529-6552
Persistent link: https://www.econbiz.de/10012666706
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Robust measurement of (heavy-tailed) risks : theory and implementation
Schneider, Judith Christiane; Schweizer, Nikolaus - In: Journal of economic dynamics & control 61 (2015), pp. 152-182
Persistent link: https://www.econbiz.de/10011589518