Pages that link to "Item:Q3650927"
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The following pages link to LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS (Q3650927):
Displayed 16 items.
- Risk-minimization for life insurance liabilities with basis risk (Q253099) (← links)
- BSDEs under partial information and financial applications (Q402719) (← links)
- Local risk-minimization for defaultable claims with recovery process (Q442563) (← links)
- Hedging of defaultable claims in a structural model using a locally risk-minimizing approach (Q740187) (← links)
- A benchmark approach to risk-minimization under partial information (Q743152) (← links)
- A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (Q931211) (← links)
- The Föllmer-Schweizer decomposition: comparison and description (Q981002) (← links)
- Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization (Q2260945) (← links)
- Systematic equity-based credit risk: A CEV model with jump to default (Q2271610) (← links)
- Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802) (← links)
- Quadratic hedging methods for defaultable claims (Q2480782) (← links)
- Information on jump sizes and hedging (Q2811114) (← links)
- An optimal portfolio problem in a defaultable market (Q3059692) (← links)
- Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models (Q3185983) (← links)
- Hedging of contingent claims written on non traded assets under Markov-modulated models (Q5739175) (← links)
- Evaluating Hybrid Products: The Interplay Between Financial and Insurance Markets (Q5746529) (← links)