The following pages link to Carole Bernard (Q282292):
Displaying 50 items.
- Semi-static hedging of variable annuities (Q282294) (← links)
- An optimal insurance design problem under Knightian uncertainty (Q377795) (← links)
- Rationalizing investors' choices (Q492872) (← links)
- On the regulator-insurer interaction in a structural model (Q732093) (← links)
- Optimal surrender policy for variable annuity guarantees (Q743150) (← links)
- Pricing derivatives with barriers in a stochastic interest rate environment (Q844767) (← links)
- Market value of life insurance contracts under stochastic interest rates and default risk (Q882875) (← links)
- Quantile of a mixture with application to model risk assessment (Q906348) (← links)
- Rearrangement algorithm and maximum entropy (Q1708515) (← links)
- Optimal strategies under omega ratio (Q1713773) (← links)
- Static portfolio choice under cumulative prospect theory (Q1932528) (← links)
- Performance regularity: a new class of executive compensation packages (Q1934586) (← links)
- Correction note for ``The large-maturity smile for the Heston model'' (Q1936834) (← links)
- Risk aggregation with dependence uncertainty (Q2015478) (← links)
- A model-free approach to multivariate option pricing (Q2047036) (← links)
- Correction to: ``Semi-analytical prices for lookback and barrier options under the Heston model'' (Q2145708) (← links)
- Range value-at-risk bounds for unimodal distributions under partial information (Q2212135) (← links)
- Semi-analytical prices for lookback and barrier options under the Heston model (Q2292063) (← links)
- A new efficiency test for ranking investments: application to hedge fund performance (Q2311175) (← links)
- Conditional quantiles and tail dependence (Q2350042) (← links)
- Risk bounds for factor models (Q2364531) (← links)
- Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection (Q2514719) (← links)
- Optimal annuity demand for general expected utility agents (Q2665842) (← links)
- Simplified hedge for path-dependent derivatives (Q2836214) (← links)
- Pricing and hedging of cliquet options and locally capped contracts (Q2873132) (← links)
- ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME-HOMOGENEOUS DIFFUSIONS (Q2968278) (← links)
- Improving the Design of Financial Products in a Multidimensional Black-Scholes Market (Q3005355) (← links)
- Protection of a Company Issuing a Certain Class of Participating Policies in a Complete Market Framework (Q3088970) (← links)
- A Note on ‘Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options’ by Tankov (2011) (Q3165500) (← links)
- OPTIMAL PORTFOLIO UNDER STATE-DEPENDENT EXPECTED UTILITY (Q4565071) (← links)
- Dynamic preferences for popular investment strategies in pension funds (Q4576975) (← links)
- Prices and Asymptotics for Discrete Variance Swaps (Q4585896) (← links)
- Optimal payoffs under state-dependent preferences (Q4683070) (← links)
- NEARLY EXACT OPTION PRICE SIMULATION USING CHARACTERISTIC FUNCTIONS (Q4902542) (← links)
- Development and Pricing of a New Participating Contract (Q5018744) (← links)
- <i>Optimization Methods in Finance</i>Gerard Cornuejols and Reha Tütüncü (Q5022540) (← links)
- Impact of Counterparty Risk on the Reinsurance Market (Q5168690) (← links)
- OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY (Q5175226) (← links)
- STATE-DEPENDENT FEES FOR VARIABLE ANNUITY GUARANTEES (Q5214823) (← links)
- Optimal portfolios under worst-case scenarios (Q5245025) (← links)
- Optimal claims with fixed payoff structure (Q5245622) (← links)
- Impact of Flexible Periodic Premiums on Variable Annuity Guarantees (Q5379207) (← links)
- Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence (Q5417589) (← links)
- Algorithms for Finding Copulas Minimizing Convex Functions of Sums (Q5506760) (← links)
- BOUNDS ON MULTI-ASSET DERIVATIVES VIA NEURAL NETWORKS (Q5854317) (← links)
- Corrigendum and addendum to: ``Range value-at-risk bounds for unimodal distributions under partial information'' (Q6072270) (← links)
- Optimal multivariate financial decision making (Q6107002) (← links)
- The impact of correlation on (Range) Value-at-Risk (Q6114644) (← links)
- Coskewness under dependence uncertainty (Q6170513) (← links)
- Implied value-at-risk and model-free simulation (Q6549615) (← links)
