The following pages link to (Q4978471):
Displaying 9 items.
- Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation (Q629561) (← links)
- Optimal hedging strategies in equity-linked products (Q724551) (← links)
- Hedging life insurance with pure endowments (Q882466) (← links)
- On modifications of the Bachelier model (Q2045094) (← links)
- Quantile hedging for equity-linked contracts (Q2276232) (← links)
- CVaR-hedging and its applications to equity-linked life insurance contracts with transaction costs (Q2671651) (← links)
- Testing hypotheses for measures with different masses: Four optimization problems (Q3386935) (← links)
- Quantile hedging in a defaultable market with life insurance applications (Q4990512) (← links)
- CVaR Hedging in Defaultable Jump-Diffusion Markets (Q5014531) (← links)