Pages that link to "Item:Q3395497"
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The following pages link to Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts (Q3395497):
Displaying 50 items.
- Risk-minimization for life insurance liabilities with basis risk (Q253099) (← links)
- Set-valued stochastic integral equations driven by martingales (Q439231) (← links)
- Optimal dynamic asset allocation of pension fund in mortality and salary risks framework (Q495461) (← links)
- Pricing equity-indexed annuities under stochastic interest rates using copulas (Q609713) (← links)
- Equity-linked pension schemes with guarantees (Q654835) (← links)
- Quantile hedging for guaranteed minimum death benefits (Q659169) (← links)
- Valuation of contingent claims with mortality and interest rate risks (Q732668) (← links)
- Valuation and hedging of life insurance liabilities with systematic mortality risk (Q849589) (← links)
- Hedging with a correlated asset: Solution of a nonlinear pricing PDE (Q859866) (← links)
- Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts (Q860503) (← links)
- A law of large numbers approach to valuation in life insurance (Q865608) (← links)
- Pricing equity-linked pure endowments with risky assets that follow Lévy processes (Q882858) (← links)
- Loss analysis of a life insurance company applying discrete-time risk-minimizing hedging strategies (Q931193) (← links)
- A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (Q931211) (← links)
- Management of a pension fund under mortality and financial risks (Q997092) (← links)
- On transformations of actuarial valuation principles. (Q1413264) (← links)
- Indifference pricing of insurance contracts in a product space model: Applications (Q1413398) (← links)
- Pricing equity-indexed annuities with path-dependent options. (Q1423350) (← links)
- Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk (Q1934414) (← 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)
- American perpetual options with random start (Q2211060) (← links)
- Indifference pricing under SAHARA utility (Q2223856) (← 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)
- Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (Q2273979) (← links)
- Quantile hedging for equity-linked contracts (Q2276232) (← links)
- Risk-minimizing hedging strategy for an equity-indexed annuity under a regime switching model (Q2343569) (← links)
- Polynomial diffusion models for life insurance liabilities (Q2374102) (← links)
- Modeling partial Greeks of variable annuities with dependence (Q2404548) (← links)
- Unit-linked life insurance policies: optimal hedging in partially observable market models (Q2404551) (← links)
- Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802) (← links)
- Intensity-based premium evaluation for unemployment insurance products (Q2446012) (← links)
- Hedging guarantees in variable annuities under both equity and interest rate risks (Q2492169) (← links)
- Hedging life insurance contracts in a Lévy process financial market (Q2499839) (← links)
- Quantile hedging on equity-linked life insurance contracts with transaction costs (Q2513623) (← links)
- Economic neutral position: how to best replicate not fully replicable liabilities? (Q2656988) (← links)
- On Bonus and Bonus Prognoses in Life Insurance (Q2759550) (← links)
- Analytical Approximation of Variable Annuities for Small Volatility and Small Withdrawal (Q2967980) (← links)
- On systematic mortality risk and risk-minimization with survivor swaps (Q3077715) (← links)
- Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes (Q3103170) (← links)
- Valuation of Equity-Linked Life Insurance Contracts Using a Model with Interacting Assets (Q3182407) (← links)
- Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models (Q3185983) (← links)
- EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS (Q3520341) (← links)
- LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS (Q3650927) (← links)
- Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching (Q4648511) (← links)
- The Markov Chain Market (Q4661683) (← links)
- Valuation of Equity-Linked Insurance and Annuity Products with Binomial Models (Q5018739) (← links)
- LOCALLY RISK-MINIMIZING HEDGING FOR EUROPEAN CONTINGENT CLAIMS WRITTEN ON NON-TRADABLE ASSETS WITH COMMON JUMP RISK (Q5051211) (← links)
- Extended reduced-form framework for non-life insurance (Q5055334) (← links)
