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type_genre:"Article in journal"
~person:"Melʹnikov, Aleksandr V."
~subject:"Kapitalanlage"
~type_genre:"Ratgeber"
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Kapitalanlage
Hedging
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Option pricing theory
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equity-linked life insurance contract
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Development theory
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Article in journal
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Melʹnikov, Aleksandr V.
Oehler, Andreas
8
Mitchell, Olivia S.
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Weber, Martin
7
Lu, Xiaomeng
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Ang, Andrew
5
Horn, Matthias
5
Campbell, John Y.
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Dimson, Elroy
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Gerrans, Paul
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Horan, Stephen M.
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Scherer, Bernd
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Veld- Merkoulova, Yulia
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Wendt, Stefan
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Wu, Wei-xing
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Young, Virginia R.
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Zaremba, Adam
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Bali, Turan G.
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Birouk, Omar
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Blake, David
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Bouloux, Alain-Nicolas
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Dimmock, Stephen G.
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Dobrynskaja, V. V.
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Estrada, Javier
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Fieberg, Christian
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Huang, Paoyu
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Kim, Kyoungtae
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Koedijk, Kees
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Koh, Benedict S. K.
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Kräussl, Roman
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Luo, Ronghua
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Risk and decision analysis
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ECONIS (ZBW)
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Quantile hedging in models with dividends and application to equity-linked life insurance contracts
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Mathematics and financial economics
14
(
2020
)
2
,
pp. 207-224
Persistent link: https://www.econbiz.de/10012240110
Saved in:
2
Quadratic hedging of equity-linked life insurance contracts under the real-world measure in discrete time
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Risk and decision analysis
6
(
2017
)
2
,
pp. 167-175
Persistent link: https://www.econbiz.de/10011743830
Saved in:
3
Efficient hedging for defaultable securities and its application to equity-linked life insurance contracts
Melʹnikov, Aleksandr V.
;
Nosrati, Amir
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011404363
Saved in:
4
Quantile hedging on equity-linked life insurance contracts with transaction costs
Melʹnikov, Aleksandr V.
;
Tong, Shuo
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 77-88
Persistent link: https://www.econbiz.de/10010437626
Saved in:
5
Efficient hedging for equity-linked life insurance contracts with stochastic interest rate
Melʹnikov, Aleksandr V.
;
Tong, Shuo
- In:
Risk and decision analysis
4
(
2013
)
3
,
pp. 207-223
Persistent link: https://www.econbiz.de/10010190153
Saved in:
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