LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS (Q3650927): Difference between revisions

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+Quadratic hedging methods for defaultable claims
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+Local risk minimization and numéraire
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+Credit risk: Modelling, valuation and hedging
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+Valuation and hedging of life insurance liabilities with systematic mortality risk
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+On systematic mortality risk and risk-minimization with survivor swaps
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+Q3957682
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+Q3957683
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+Q4682145
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+A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
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+Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts
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+Risk-minimizing hedging strategies for insurance payment processes
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+Q4663402
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+Hedging life insurance contracts in a Lévy process financial market
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+Locally Risk-minimizing Hedging of Insurance Payment Streams
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+On the minimal martingale measure and the möllmer-schweizer decomposition
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