Pages that link to "Item:Q3632829"
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The following pages link to Locally Risk-minimizing Hedging of Insurance Payment Streams (Q3632829):
Displaying 13 items.
- 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)
- A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (Q931211) (← 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)
- Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802) (← links)
- No-good-deal, local mean-variance and ambiguity risk pricing and hedging for an insurance payment process (Q2866007) (← links)
- LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS (Q3650927) (← links)
- (Q4791575) (← links)
- Pricing and hedging equity-indexed annuities via local risk-minimization (Q5078428) (← links)
- Tax- and expense-modified risk-minimization for insurance payment processes (Q5140642) (← links)
- Evaluating Hybrid Products: The Interplay Between Financial and Insurance Markets (Q5746529) (← links)
- Risk-minimizing hedging strategies for insurance payment processes (Q5957679) (← links)
