//-->
Introducing global term structure in a risk parity framework
Stagnol, Lauren, (2017)
Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin, (2014)
Scaling, unwinding and greening QE in a calibrated portfolio balance model
Riedler, Jesper, (2021)
On Redington's theory of immunization
Shiu, Elias S. W., (1990)
On the time value of ruin
Gerber, Hans U., (1996)
From ruin theory to pricing reset guarantees and perpetual put options
Gerber, Hans U., (1998)