Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching (Q4648511): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: AMERICAN OPTIONS WITH REGIME SWITCHING / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-variance hedging in continuous time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantile hedging / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient hedging: cost versus shortfall risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3129751 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Averaging Principles: An Asymptotic Expansion Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4421713 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic programming and mean-variance hedging / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Mean-Variance Hedging Problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-minimizing hedging strategies for insurance payment processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximation pricing and the variance-optimal martingale measure / rank
 
Normal rank
Property / cites work
 
Property / cites work: A model for stock price fluctuations based on information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantile hedging for guaranteed minimum death benefits / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constrained stochastic estimation algorithms for a class of hybrid stock market models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hybrid switching diffusions. Properties and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stock Trading: An Optimal Selling Rule / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nearly-optimal asset allocation in hybrid stock investment models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Near-Optimal Selling Rule for a Two-Time-Scale Market Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model / rank
 
Normal rank

Latest revision as of 20:18, 5 July 2024

scientific article; zbMATH DE number 6104644
Language Label Description Also known as
English
Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching
scientific article; zbMATH DE number 6104644

    Statements

    Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching (English)
    0 references
    9 November 2012
    0 references
    guaranteed minimum death benefit
    0 references
    quantile hedging
    0 references
    stochastic control
    0 references
    variable annuities
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references