VAR-BASED OPTIMAL PARTIAL HEDGING (Q5398352): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1017/asb.2013.19
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@@ Property / OpenAlex ID @@
+W3123662322
@@ Property / OpenAlex ID: W3123662322 / rank @@
+Normal rank
@@ Property / cites work @@
+Convex Hedging in Incomplete Markets
@@ Property / cites work: Convex Hedging in Incomplete Markets / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient hedging with coherent risk measure
@@ Property / cites work: Efficient hedging with coherent risk measure / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic hedging of conditional value-at-risk
@@ Property / cites work: Dynamic hedging of conditional value-at-risk / rank @@
+Normal rank
@@ Property / cites work @@
+Quantile hedging and its application to life insurance
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: theory.
+Normal rank
@@ Property / cites work @@
+Minimizing Expected Loss of Hedging in Incomplete and Constrained Markets
+Normal rank
@@ Property / cites work @@
+Quantile hedging for equity-linked contracts
@@ Property / cites work: Quantile hedging for equity-linked contracts / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance with general premium principles
+Normal rank
@@ Property / cites work @@
+Efficient hedging: cost versus shortfall risk
@@ Property / cites work: Efficient hedging: cost versus shortfall risk / rank @@
+Normal rank
@@ Property / cites work @@
+Quantile hedging
@@ Property / cites work: Quantile hedging / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance under VaR and CTE risk measures
+Normal rank
@@ Property / cites work @@
+Quantile hedging for guaranteed minimum death benefits
+Normal rank
@@ Property / cites work @@
+Optimality of general reinsurance contracts under CTE risk measure
+Normal rank
@@ Property / cites work @@
+Maximizing the probability of a perfect hedge
@@ Property / cites work: Maximizing the probability of a perfect hedge / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic Minimization of Worst Conditional Expectation of Shortfall
+Normal rank