Risk Analysis in Finance and Insurance

DOI10.1201/B10841MaRDI QIDQ3002174zbMATH OpenOpenAlexFDO

Authors Alexander Melnikov

Publication date 19 May 2011

Full work available at URL https://doi.org/10.1201/b10841

zbMATH Keywords

financial mathematicsinsurance modelsinterest ratesno arbitrageoption theoryrisk analysisrisk managementutility theory

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Portfolio theory (91G10) Derivative securities (option pricing, hedging, etc.) (91G20)

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Cited in

(8)

• Quantile hedging pension payoffs: an analysis of investment incentives
• scientific article; zbMATH DE number 740737 (Why is no real title available?)
• scientific article; zbMATH DE number 1051731 (Why is no real title available?)
• scientific article; zbMATH DE number 2003409 (Why is no real title available?)
• scientific article; zbMATH DE number 1867104 (Why is no real title available?)
• Introduction to insurance mathematics. Technical and financial features of risk transfers
• Analysis of a MAP risk model with stochastic incomes, inter-dependent phase-type claims and a constant barrier
• Risk Analysis in Engineering and Economics

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