Jan Natolski
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios Scandinavian Actuarial Journal | 2019-08-09 | Paper |
| Mathematical foundation of the replicating portfolio approach Scandinavian Actuarial Journal | 2018-08-31 | Paper |
| Replicating portfolios in life insurance. Mathematical foundation and analysis | 2018-01-09 | Paper |
| Replicating portfolios: \(\mathcal L^1\) versus \(\mathcal L^2\) optimization Operations Research Proceedings | 2017-12-01 | Paper |
| Mathematical analysis of different approaches for replicating portfolios European Actuarial Journal | 2016-01-22 | Paper |
Research outcomes over time
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