Pages that link to "Item:Q3595147"

The following pages link to Quantile hedging and its application to life insurance (Q3595147):

Displaying 12 items.

• 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)
• Approximation of CVaR minimization for hedging under exponential-Lévy models (Q2012597) (← links)
• Quantile hedging for equity-linked contracts (Q2276232) (← 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)
• Quantile hedging in a defaultable market with life insurance applications (Q4990512) (← links)
• Partial hedging and cash requirements in discrete time (Q5001180) (← links)
• CVaR Hedging in Defaultable Jump-Diffusion Markets (Q5014531) (← links)
• Partial Hedging for Equity-Linked Products Using Risk-Minimizing Strategies (Q5379246) (← links)
• VAR-BASED OPTIMAL PARTIAL HEDGING (Q5398352) (← links)