Pages that link to "Item:Q2404551"
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The following pages link to Unit-linked life insurance policies: optimal hedging in partially observable market models (Q2404551):
Displaying 10 items.
- A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (Q931211) (← links)
- Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering (Q2086919) (← links)
- Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives (Q2198168) (← links)
- Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization (Q2260945) (← links)
- Pricing and hedging of general rating-sensitive claims in a jump-diffusion market model in the presence of stochastic factors (Q2633877) (← links)
- Optimal investment and consumption strategies for pooled annuity with partial information (Q2681454) (← links)
- Optimal entry decision of unemployment insurance under partial information (Q2700073) (← links)
- Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes (Q3103170) (← links)
- Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Risk (Q5123455) (← links)
- Indifference pricing of pure endowments via BSDEs under partial information (Q5140641) (← links)
