Pages that link to "Item:Q2480782"
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The following pages link to Quadratic hedging methods for defaultable claims (Q2480782):
Displaying 16 items.
- Risk-minimization for life insurance liabilities with basis risk (Q253099) (← links)
- Local risk-minimization for defaultable claims with recovery process (Q442563) (← links)
- A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (Q931211) (← links)
- The Föllmer-Schweizer decomposition: comparison and description (Q981002) (← links)
- Optimal portfolio and consumption selection with default risk (Q1946970) (← links)
- Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives (Q2198168) (← links)
- Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting (Q2234757) (← links)
- Systematic equity-based credit risk: A CEV model with jump to default (Q2271610) (← links)
- Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802) (← links)
- Local risk-minimization under the benchmark approach (Q2452150) (← links)
- Enlargement of filtration and predictable representation property for semi-martingales (Q2833695) (← links)
- An optimal portfolio problem in a defaultable market (Q3059692) (← links)
- LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS (Q3650927) (← links)
- Hedging the Risk of Delayed Data in Defaultable Markets (Q5382631) (← links)
- Evaluating Hybrid Products: The Interplay Between Financial and Insurance Markets (Q5746529) (← links)
- Mean–variance hedging of contingent claims with random maturity (Q6187370) (← links)
