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Publication:2785000
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zbMath1051.91512MaRDI QIDQ2785000

Thaleia Zariphopoulou

Publication date: 17 October 2002


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (8)

Mean square error for the Leland-Lott hedging strategy: convex pay-offs ⋮ Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities ⋮ Optimal investment strategies with a reallocation constraint ⋮ Minimizing the probability of lifetime ruin under borrowing constraints ⋮ Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio ⋮ Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility ⋮ Minimizing the lifetime shortfall or shortfall at death ⋮ Annuitization and asset allocation




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