MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING (Q5398353): Difference between revisions

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+https://doi.org/10.1017/asb.2013.18
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+W3124838202
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@@ Property / cites work @@
+Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts
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+Mean-variance portfolio selection for a non-life insurance company
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+Q5706744
@@ Property / cites work: Q5706744 / rank @@
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+Pricing of Reinsurance Contracts in the Presence of Catastrophe Bonds
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+Valuation and hedging of life insurance liabilities with systematic mortality risk
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+HEDGING BY SEQUENTIAL REGRESSIONS REVISITED
@@ Property / cites work: HEDGING BY SEQUENTIAL REGRESSIONS REVISITED / rank @@
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+On the structure of general mean-variance hedging strategies
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+Financial modeling, actuarial valuation and solvency in insurance
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+The pricing of liabilities in an incomplete market using dynamic mean-variance hedging
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+From actuarial to financial valuation principles
@@ Property / cites work: From actuarial to financial valuation principles / rank @@
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+Risk-minimizing hedging strategies for insurance payment processes
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@@ links / mardi / name / links / mardi / name @@
+Publication:5398353