Pages that link to "Item:Q253099"
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The following pages link to Risk-minimization for life insurance liabilities with basis risk (Q253099):
Displaying 12 items.
- On the optimal product mix in life insurance companies using conditional value at risk (Q659215) (← links)
- Cross-hedging minimum return guarantees: basis and liquidity risks (Q1994419) (← links)
- Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting (Q2234757) (← links)
- Optimal dynamic longevity hedge with basis risk (Q2242224) (← links)
- Reduced-form framework under model uncertainty (Q2330468) (← links)
- Optimal hedging with basis risk under mean-variance criterion (Q2364001) (← links)
- Polynomial diffusion models for life insurance liabilities (Q2374102) (← links)
- Unit-linked life insurance policies: optimal hedging in partially observable market models (Q2404551) (← links)
- Risk-minimization for life insurance liabilities (Q2873126) (← links)
- Extended reduced-form framework for non-life insurance (Q5055334) (← links)
- Indifference pricing of pure endowments via BSDEs under partial information (Q5140641) (← links)
- Risk-minimization for life insurance liabilities with dependent mortality risk (Q6497103) (← links)
