Quantile hedging for equity-linked contracts (Q2276232): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2010.12.002
+Normal rank
@@ Property / OpenAlex ID @@
+W1983121246
@@ Property / OpenAlex ID: W1983121246 / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing of Unit-linked Life Insurance Policies
@@ Property / cites work: Pricing of Unit-linked Life Insurance Policies / rank @@
+Normal rank
@@ Property / cites work @@
+Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed
+Normal rank
@@ Property / cites work @@
+Pricing equity-linked life insurance with endogenous minimum guarantees
+Normal rank
@@ Property / cites work @@
+Reserving for maturity guarantees: Two approaches
@@ Property / cites work: Reserving for maturity guarantees: Two approaches / rank @@
+Normal rank
@@ Property / cites work @@
+Quantile hedging
@@ Property / cites work: Quantile hedging / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+Q2741111
@@ Property / cites work: Q2741111 / rank @@
+Normal rank
@@ Property / cites work @@
+Quantile hedging of equity-linked life insurance policies
+Normal rank
@@ Property / cites work @@
+Efficient hedging of equity-linked life insurance policies
+Normal rank
@@ Property / cites work @@
+EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS
+Normal rank
@@ Property / cites work @@
+Quantile hedging and its application to life insurance
+Normal rank
@@ Property / cites work @@
+Hedging Equity-Linked Life Insurance Contracts
@@ Property / cites work: Hedging Equity-Linked Life Insurance Contracts / rank @@
+Normal rank
@@ Property / cites work @@
+Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts
+Normal rank
@@ Property / cites work @@
+Q2742565
@@ Property / cites work: Q2742565 / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
+Normal rank