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~isPartOf:"Advanced mathematical methods for finance"
~isPartOf:"Decisions in economics and finance : a journal of applied mathematics"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Hedging"
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Advanced mathematical methods for finance
Decisions in economics and finance : a journal of applied mathematics
International journal of theoretical and applied finance
Insurance / Mathematics & economics
26
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Pricing and hedging defaultable participating contracts with regime switching and jump risk
Le Courtois, Olivier
;
Quittard-Pinon, François
;
Su, …
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
1
,
pp. 303-339
Persistent link: https://www.econbiz.de/10012285401
Saved in:
2
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:
3
An overview of comonotonicity and its applications in finance and insurance
Deelstra, Griselda
;
Dhaene, Jan
;
Vanmaele, Michèle
- In:
Advanced mathematical methods for finance
,
(pp. 155-179)
.
2011
Persistent link: https://www.econbiz.de/10008991312
Saved in:
4
Efficient hedging and pricing of equity-linked life insurance contracts on several risky assets
Melʹnikov, Aleksandr V.
;
Romanyuk, Yuliya
- In:
International journal of theoretical and applied finance
11
(
2008
)
3
,
pp. 295-323
Persistent link: https://www.econbiz.de/10003733149
Saved in:
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