Pages that link to "Item:Q1691451"
From MaRDI portal
The following pages link to Replicating portfolio approach to capital calculation (Q1691451):
Displaying 11 items.
- Mathematical analysis of different approaches for replicating portfolios (Q906588) (← links)
- On the steady state of the replicating portfolio: accounting for a growth rate (Q1402428) (← links)
- Asset-liability management for long-term insurance business (Q1616041) (← links)
- Machine learning with kernels for portfolio valuation and risk management (Q2120539) (← links)
- A least-squares Monte Carlo approach to the estimation of enterprise risk (Q2153521) (← links)
- The value of a liability cash flow in discrete time subject to capital requirements (Q2282964) (← links)
- Economic neutral position: how to best replicate not fully replicable liabilities? (Q2656988) (← links)
- Fair valuation of universal life policies via a replicating portfolio (Q2865557) (← links)
- Mathematical foundation of the replicating portfolio approach (Q4583616) (← links)
- Nested Monte Carlo simulation in financial reporting: a review and a new hybrid approach (Q5014496) (← links)
- A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry (Q5031612) (← links)