Efficient Hedging and Pricing of Life Insurance Policies in a Jump-Diffusion Model (Q5707909): Difference between revisions

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+Quantile hedging
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+Efficient hedging: cost versus shortfall risk
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+Reserving for maturity guarantees: Two approaches
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+Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts
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+Indifference pricing of insurance contracts in a product space model
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+Contingent claims valuation when the security price is a combination of an Itō process and a random point process
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+Pricing options on securities with discontinuous returns
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+DISCONTINUOUS ASSET PRICES AND NON‐ATTAINABLE CONTINGENT CLAIMS<sup>1</sup>
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+Option Pricing For Jump Diffusions: Approximations and Their Interpretation
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