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Risk Analysis in Finance and Insurance - MaRDI portal

Risk Analysis in Finance and Insurance

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Publication:3002174

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DOI10.1201/B10841zbMath1219.91003OpenAlexW2494808222MaRDI QIDQ3002174

Alexander V. Melnikov

Publication date: 19 May 2011

Full work available at URL: https://doi.org/10.1201/b10841

zbMATH Keywords

risk analysis no arbitrage interest rates utility theory risk management financial mathematics option theory insurance models

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

Related Items (2)

Quantile hedging pension payoffs: an analysis of investment incentives ⋮ Analysis of a MAP Risk Model with Stochastic Incomes, Inter-Dependent Phase-Type Claims and a Constant Barrier

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