Jan Natolski

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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!

PublicationDate of PublicationType
Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios
Scandinavian Actuarial Journal
2019-08-09Paper
Mathematical foundation of the replicating portfolio approach
Scandinavian Actuarial Journal
2018-08-31Paper
Replicating portfolios in life insurance. Mathematical foundation and analysis2018-01-09Paper
Replicating portfolios: \(\mathcal L^1\) versus \(\mathcal L^2\) optimization
Operations Research Proceedings
2017-12-01Paper
Mathematical analysis of different approaches for replicating portfolios
European Actuarial Journal
2016-01-22Paper


Research outcomes over time


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