Pages that link to "Item:Q2499839"

The following pages link to Hedging life insurance contracts in a Lévy process financial market (Q2499839):

Displaying 19 items.

• Risk-minimization for life insurance liabilities with basis risk (Q253099) (← links)
• Explicit portfolio for unit-linked life insurance contracts with surrender option (Q732095) (← links)
• A benchmark approach to risk-minimization under partial information (Q743152) (← links)
• A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (Q931211) (← links)
• Heath-Jarrow-Morton modelling of longevity bonds and the risk minimization of life insurance portfolios (Q938032) (← links)
• The Föllmer-Schweizer decomposition: comparison and description (Q981002) (← links)
• Locally risk-minimizing hedging strategies for unit-linked life insurance contracts under a regime switching Lévy model (Q1946954) (← links)
• Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering (Q2086919) (← links)
• Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting (Q2234757) (← links)
• Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization (Q2260945) (← links)
• Risk-minimizing hedging strategy for an equity-indexed annuity under a regime switching model (Q2343569) (← links)
• Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802) (← links)
• Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model (Q2864673) (← links)
• Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes (Q3103170) (← links)
• LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS (Q3650927) (← links)
• Pricing and hedging equity-indexed annuities via local risk-minimization (Q5078428) (← links)
• Hedging of contingent claims written on non traded assets under Markov-modulated models (Q5739175) (← links)
• Evaluating Hybrid Products: The Interplay Between Financial and Insurance Markets (Q5746529) (← links)
• Risk-minimization for life insurance liabilities with dependent mortality risk (Q6497103) (← links)