Pages that link to "Item:Q380466"
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The following pages link to Risk-minimizing portfolio selection for insurance payment processes under a Markov-modulated model (Q380466):
Displaying 3 items.
- Locally risk-minimizing hedging strategies for unit-linked life insurance contracts under a regime switching Lévy model (Q1946954) (← links)
- The payoff distribution model: an application to dynamic portfolio insurance (Q4683012) (← links)
- Tax- and expense-modified risk-minimization for insurance payment processes (Q5140642) (← links)