Pages that link to "Item:Q5957679"

The following pages link to Risk-minimizing hedging strategies for insurance payment processes (Q5957679):

Displaying 50 items.

• Risk-minimization for life insurance liabilities with basis risk (Q253099) (← links)
• Quadratic hedging: an actuarial view extended to solvency control (Q362036) (← links)
• Risk-minimizing portfolio selection for insurance payment processes under a Markov-modulated model (Q380466) (← links)
• Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes (Q558663) (← links)
• An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process (Q661250) (← links)
• Explicit portfolio for unit-linked life insurance contracts with surrender option (Q732095) (← links)
• Valuation of contingent claims with mortality and interest rate risks (Q732668) (← links)
• A benchmark approach to risk-minimization under partial information (Q743152) (← links)
• Valuation and hedging of life insurance liabilities with systematic mortality risk (Q849589) (← links)
• A law of large numbers approach to valuation in life insurance (Q865608) (← links)
• Pricing equity-linked pure endowments with risky assets that follow Lévy processes (Q882858) (← links)
• A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (Q931211) (← links)
• Heath-Jarrow-Morton modelling of longevity bonds and the risk minimization of life insurance portfolios (Q938032) (← links)
• Number of paths versus number of basis functions in American option pricing (Q1769425) (← links)
• Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts (Q1888899) (← links)
• Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk (Q1934414) (← links)
• Optimal hedging of demographic risk in life insurance (Q1936833) (← links)
• Locally risk-minimizing hedging strategies for unit-linked life insurance contracts under a regime switching Lévy model (Q1946954) (← links)
• Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting (Q2234757) (← links)
• Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization (Q2260945) (← links)
• Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (Q2273979) (← links)
• Valuation of guaranteed unitized participating life insurance under MEGB2 distribution (Q2296606) (← links)
• Risk-minimizing hedging strategy for an equity-indexed annuity under a regime switching model (Q2343569) (← links)
• Polynomial diffusion models for life insurance liabilities (Q2374102) (← links)
• Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency (Q2404536) (← links)
• Unit-linked life insurance policies: optimal hedging in partially observable market models (Q2404551) (← links)
• Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802) (← links)
• Quadratic hedging methods for defaultable claims (Q2480782) (← links)
• Hedging guarantees in variable annuities under both equity and interest rate risks (Q2492169) (← links)
• Hedging life insurance contracts in a Lévy process financial market (Q2499839) (← links)
• A hybrid method to evaluate pure endowment policies: Crédit Agricole and ERGO index linked policies (Q2513448) (← links)
• Pricing and hedging of general rating-sensitive claims in a jump-diffusion market model in the presence of stochastic factors (Q2633877) (← links)
• Economic neutral position: how to best replicate not fully replicable liabilities? (Q2656988) (← links)
• No-good-deal, local mean-variance and ambiguity risk pricing and hedging for an insurance payment process (Q2866007) (← links)
• Analytical Approximation of Variable Annuities for Small Volatility and Small Withdrawal (Q2967980) (← links)
• On systematic mortality risk and risk-minimization with survivor swaps (Q3077715) (← links)
• Risk minimization with inflation and interest rate risk: applications to non-life insurance (Q3077731) (← links)
• Valuation of Equity-Linked Life Insurance Contracts Using a Model with Interacting Assets (Q3182407) (← links)
• A continuous-time model for reinvestment risk in bond markets (Q3404102) (← links)
• Locally Risk-minimizing Hedging of Insurance Payment Streams (Q3632829) (← links)
• A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities (Q3634594) (← links)
• LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS (Q3650927) (← links)
• Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching (Q4648511) (← links)
• (Q4791575) (← links)
• Extended reduced-form framework for non-life insurance (Q5055334) (← links)
• INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH (Q5067889) (← links)
• Pricing and hedging equity-indexed annuities via local risk-minimization (Q5078428) (← links)
• Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Risk (Q5123455) (← links)
• Tax- and expense-modified risk-minimization for insurance payment processes (Q5140642) (← links)
• HEDGING MORTALITY CLAIMS WITH LONGEVITY BONDS (Q5398347) (← links)