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On an optimization problem related to static super-replicating strategies
Chen, Xinliang; Deelstra, Griselda; Dhaene, Jan; … - 2014
Persistent link: https://www.econbiz.de/10011418704
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Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality
Hainaut, Donatien; Deelstra, Griselda - In: Journal of economic dynamics & control 44 (2014), pp. 124-146
Persistent link: https://www.econbiz.de/10010473569
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Optimal design of the guarantee for defined contribution funds
Deelstra, Griselda; Grasselli, Martino; Koehl, … - In: Journal of economic dynamics & control 28 (2004) 11, pp. 2239-2260
Persistent link: https://www.econbiz.de/10002172298
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Bounds for the price of discrete arithmetic Asian options
Vanmaele, M.; Deelstra, Griselda; Liinev, J.; Dhaene, Jan; … - 2004
Persistent link: https://www.econbiz.de/10002341411
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Bounds for stop-loss premiums of stochastic sums : (with applications to life contingencies)
Hoedemakers, Tom; Darkiewicz, Grzegorz; Deelstra, Griselda - 2005
Persistent link: https://www.econbiz.de/10002724534
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Long-term returns in stochastic interest rate models
Deelstra, Griselda - In: Selected papers of the International Conference on …, (pp. 280-283). 1995
Persistent link: https://www.econbiz.de/10001315786
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Optimal annuitisation in a deterministic financial environment
Deelstra, Griselda; Devolder, Pierre; Melis, Roberta - In: Decisions in economics and finance : a journal of … 44 (2021) 1, pp. 161-175
Persistent link: https://www.econbiz.de/10012587825
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Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method
Deelstra, Griselda; Devolder, Pierre; Gnameho, Kossi; … - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 709-742
Persistent link: https://www.econbiz.de/10012307394
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The role of the dependence between mortality and interest rates when pricing guaranteed annuity options
Deelstra, Griselda; Grasselli, Martino; Van Weverberg, … - In: Insurance / Mathematics & economics 71 (2016), pp. 205-219
Persistent link: https://www.econbiz.de/10011630651
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A self-exciting switching jump diffusion : properties, calibration and hitting time
Hainaut, Donatien; Deelstra, Griselda - In: Quantitative finance 19 (2019) 3, pp. 407-426
Persistent link: https://www.econbiz.de/10012194661