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~accessRights:"restricted"
~language:"eng"
~subject:"Portfolio-Management"
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Portfolio-Management
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Glazyrina, Anna
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Melʹnikov, Aleksandr V.
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Chen, An
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Hieber, Peter
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Nguyen, Thai
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European journal of operational research : EJOR
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Insurance / Mathematics & economics
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Scandinavian actuarial journal
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ECONIS (ZBW)
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Quantile hedging in a defaultable market with life insurance applications
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Scandinavian actuarial journal
2021
(
2021
)
3
,
pp. 248-265
Persistent link: https://www.econbiz.de/10012500262
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2
Bachelier model with stopping time and its insurance application
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 156-167
Persistent link: https://www.econbiz.de/10012294092
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3
Constrained non-concave utility maximization : an application to life insurance contracts with guarantees
Chen, An
;
Hieber, Peter
;
Nguyen, Thai
- In:
European journal of operational research : EJOR
273
(
2019
)
3
,
pp. 1119-1135
Persistent link: https://www.econbiz.de/10011987696
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