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

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