Pages that link to "Item:Q2034141"
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The following pages link to Fair dynamic valuation of insurance liabilities via convex hedging (Q2034141):
Displaying 4 items.
- A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
- Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation (Q5881716) (← links)
- The 3-step hedge-based valuation: fair valuation in the presence of systematic risks (Q6174088) (← links)
- Coping with longevity via hedging: fair dynamic valuation of variable annuities (Q6573823) (← links)