Pages that link to "Item:Q2276232"

The following pages link to Quantile hedging for equity-linked contracts (Q2276232):

Displaying 7 items.

• Equity-linked pension schemes with guarantees (Q654835) (← links)
• Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market (Q764421) (← links)
• Bachelier model with stopping time and its insurance application (Q784430) (← links)
• Quantile hedging pension payoffs: an analysis of investment incentives (Q1689028) (← links)
• Lévy systems and the time value of ruin for Markov additive processes (Q1936473) (← links)
• Approximation of CVaR minimization for hedging under exponential-Lévy models (Q2012597) (← links)
• VAR-BASED OPTIMAL PARTIAL HEDGING (Q5398352) (← links)