The following pages link to (Q3534755):
Displaying 25 items.
- Risk-minimization for life insurance liabilities with basis risk (Q253099) (← links)
- Quadratic hedging: an actuarial view extended to solvency control (Q362036) (← links)
- Local risk-minimization for defaultable claims with recovery process (Q442563) (← links)
- Local risk-minimization for Barndorff-Nielsen and Shephard models (Q522068) (← links)
- An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process (Q661250) (← links)
- Model risk and discretisation of locally risk-minimising strategies (Q730515) (← links)
- A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (Q931211) (← links)
- On the difference between locally risk-minimizing and delta hedging strategies for exponential Lévy models (Q1684777) (← links)
- Cross hedging with stochastic correlation (Q1761431) (← links)
- Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040) (← links)
- Causality between stopped filtrations and some applications (Q1982657) (← links)
- BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets (Q2044135) (← links)
- Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives (Q2198168) (← links)
- The value of a liability cash flow in discrete time subject to capital requirements (Q2282964) (← links)
- Unit-linked life insurance policies: optimal hedging in partially observable market models (Q2404551) (← links)
- Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802) (← links)
- NUMERICAL ANALYSIS ON LOCAL RISK-MINIMIZATION FOR EXPONENTIAL LÉVY MODELS (Q2800048) (← links)
- Nonquadratic Local Risk-Minimization for Hedging Contingent Claims in Incomplete Markets (Q3006711) (← links)
- A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus (Q4562722) (← links)
- Local Risk-Minimization for Barndorff-Nielsen and Shephard Models with Volatility Risk Premium (Q4604739) (← links)
- Tax- and expense-modified risk-minimization for insurance payment processes (Q5140642) (← links)
- PRICING AND HEDGING OF VIX OPTIONS FOR BARNDORFF-NIELSEN AND SHEPHARD MODELS (Q5210914) (← links)
- Risk-minimization for life insurance liabilities with dependent mortality risk (Q6497103) (← links)
- Local risk-minimization with longevity bonds (Q6574711) (← links)
- A Girsanov transformed Clark-Ocone-Haussmann type formula for \(L^1\)-pure jump additive processes and its application to portfolio optimization (Q6630706) (← links)
