Pages that link to "Item:Q5707909"
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The following pages link to Efficient Hedging and Pricing of Life Insurance Policies in a Jump-Diffusion Model (Q5707909):
Displaying 7 items.
- Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts (Q860503) (← links)
- Efficient hedging currency options in fractional Brownian motion model with jumps (Q2164804) (← links)
- Quantile hedging in models with dividends and application to equity-linked life insurance contracts (Q2175459) (← links)
- Quantile hedging on equity-linked life insurance contracts with transaction costs (Q2513623) (← links)
- CVaR-hedging and its applications to equity-linked life insurance contracts with transaction costs (Q2671651) (← links)
- EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS (Q3520341) (← links)
- CVaR Hedging in Defaultable Jump-Diffusion Markets (Q5014531) (← links)
