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~isPartOf:"A Chapman & Hall book"
~isPartOf:"Journal of mathematical finance"
~subject:"Hedging"
~subject:"Operating Income"
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A Chapman & Hall book
Journal of mathematical finance
Insurance / Mathematics & economics
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Equity-linked life insurance : partial hedging methods
Melʹnikov, Aleksandr V.
;
Nosrati, Amir
-
2018
Persistent link: https://www.econbiz.de/10011702306
Saved in:
2
Valuation and risk assessment of a portfolio of variable annuities : a vector autoregression approach
Orlando, Albina
;
Parker, Gary
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 349-371
Persistent link: https://www.econbiz.de/10011874781
Saved in:
3
Measuring risk-adjusted performance and product attractiveness of a life annuity portfolio
Di Lorenzo, Emilia
;
Orlando, Albina
;
Sibillo, Marilena
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 83-101
Persistent link: https://www.econbiz.de/10011658441
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