LOCAL HEDGING OF VARIABLE ANNUITIES IN THE PRESENCE OF BASIS RISK (Q4562946): Difference between revisions

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+https://doi.org/10.1017/asb.2018.7
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+W2731702480
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+Cross-hedging minimum return guarantees: basis and liquidity risks
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+The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models
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+Coherent Measures of Risk
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+Option pricing and Esscher transform under regime switching
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+Optimal hedging when the underlying asset follows a regime-switching Markov process
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+Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality
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+Minimizing CVaR in global dynamic hedging with transaction costs
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+Q5480304
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+Locally risk-minimizing hedging strategies for unit-linked life insurance contracts under a regime switching Lévy model
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+Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching
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+Optimal hedging with basis risk under mean-variance criterion
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+Publication:4562946