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Unit-linked life insurance in Lévy-process financial markets : modeling, hedging and statistics
Riesner, Martin - 2007
Persistent link: https://www.econbiz.de/10003434019
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Lévy processes, change of measures and applications in finance
Riesner, Martin - 2003
Persistent link: https://www.econbiz.de/10004920909
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Hedging life insurance contracts in a Lévy process financial market
Riesner, Martin - In: Insurance: Mathematics and Economics 38 (2006) 3, pp. 599-608
Persistent link: https://www.econbiz.de/10004973690
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Locally Risk-Minimizing Hedging of Insurance Payment Streams
Riesner, Martin - In: Astin bulletin : the journal of the International … 37 (2007) 1, pp. 67-92
Persistent link: https://www.econbiz.de/10008221808