Pages that link to "Item:Q882871"
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The following pages link to The pricing of liabilities in an incomplete market using dynamic mean-variance hedging (Q882871):
Displaying 7 items.
- Fair dynamic valuation of insurance liabilities via convex hedging (Q2034141) (← links)
- Unhedgeable inflation risk within pension schemes (Q2292172) (← links)
- Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach (Q5140651) (← links)
- MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING (Q5398353) (← links)
- Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting (Q5743536) (← links)
- Intergenerational sharing of unhedgeable inflation risk (Q6152690) (← links)
- Coping with longevity via hedging: fair dynamic valuation of variable annuities (Q6573823) (← links)
