Quantile hedging for guaranteed minimum death benefits (Q659169): Difference between revisions

@@ Property / author @@
-Yu-Min Wang
@@ Property / author: Yu-Min Wang / rank @@
-Normal rank
@@ Property / author @@
+Yu-Min Wang
@@ Property / author: Yu-Min Wang / rank @@
+Normal rank
@@ 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/10.1016/j.insmatheco.2009.09.008
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@@ Property / OpenAlex ID @@
+W2039298440
@@ Property / OpenAlex ID: W2039298440 / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
+Normal rank
@@ Property / cites work @@
+Mean-variance hedging in continuous time
@@ Property / cites work: Mean-variance hedging in continuous time / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
+Normal rank
@@ Property / cites work @@
+Quantile hedging
@@ Property / cites work: Quantile hedging / rank @@
+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 @@
+Q3129751
@@ Property / cites work: Q3129751 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic programming and mean-variance hedging
@@ Property / cites work: Dynamic programming and mean-variance hedging / rank @@
+Normal rank
@@ Property / cites work @@
+On the Mean-Variance Hedging Problem
@@ Property / cites work: On the Mean-Variance Hedging Problem / rank @@
+Normal rank
@@ Property / cites work @@
+Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts
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@@ Property / cites work @@
+Hedging Equity-Linked Life Insurance Contracts
@@ Property / cites work: Hedging Equity-Linked Life Insurance Contracts / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing Via Utility Maximization and Entropy
@@ Property / cites work: Pricing Via Utility Maximization and Entropy / rank @@
+Normal rank
@@ Property / cites work @@
+Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion
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@@ Property / cites work @@
+Approximation pricing and the variance-optimal martingale measure
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@@ links / mardi / name / links / mardi / name @@
+Publication:659169