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~isPartOf:"Decisions in economics and finance : a journal of applied mathematics"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Hedging"
~subject:"Theorie"
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Hedging
Theorie
Lebensversicherung
9
Life insurance
9
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Melʹnikov, Aleksandr V.
2
Benth, Fred Espen
1
Chu, Chi Chiu
1
Kwok, Yue-Kuen
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Le Courtois, Olivier
1
Martire, Antonio L.
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Nosrati, Amir
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Quittard-Pinon, François
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Decisions in economics and finance : a journal of applied mathematics
International journal of theoretical and applied finance
Insurance / Mathematics & economics
111
The journal of risk and insurance : the journal of the American Risk and Insurance Association
30
Risks : open access journal
27
Scandinavian actuarial journal
23
Working paper / National Bureau of Economic Research, Inc.
20
NBER working paper series
16
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
14
Astin bulletin : the journal of the International Actuarial Association
12
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
11
CESifo working papers
11
NBER Working Paper
11
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
10
ifa-Schriftenreihe
10
ASTIN bulletin : the journal of the International Actuarial Association
9
Discussion paper / The Pensions Institute, Cass Business School, City University
9
Working papers on finance
9
European journal of operational research : EJOR
8
Journal of banking & finance
8
Working paper
8
Asia-Pacific journal of risk and insurance : APJRI
7
The Geneva papers on risk and insurance theory
7
Bonn Econ Discussion Papers / BGSE
6
Cahier / Institut de Sciences Actuarielles, Ecole des Hautes Etudes Commerciales, Université de Lausanne
6
Finance and stochastics
6
Journal of public economics
6
North American actuarial journal
6
Working paper series / International Center for Insurance Regulation
6
Journal of risk finance : the convergence of financial products and insurance
5
Quantitative finance
5
Reihe: Versicherungswirtschaft
5
Schriftenreihe Versicherung und Risikoforschung des Instituts für Betriebswirtschaftliche Risikoforschung und Versicherungswirtschaft der Ludwig-Maximilians-Universität, München
5
The Geneva risk and insurance review
5
The journal of risk & insurance
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UNSW Australian School of Business Research Paper
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Beiträge zu wirtschaftswissenschaftlichen Problemen der Versicherung
4
CESifo Working Paper
4
CESifo Working Paper Series
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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Discussion paper / Tinbergen Institute
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Economics letters
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1
Surrender and path-dependent guarantees in variable annuities : integral equation solutions and benchmark methods
Martire, Antonio L.
;
Russo, Emilio
;
Staino, Alessandro
- In:
Decisions in economics and finance : a journal of …
46
(
2023
)
1
,
pp. 177-220
Persistent link: https://www.econbiz.de/10014321412
Saved in:
2
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:
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
Utility indifference pricing of interest-rate guarantees
Benth, Fred Espen
;
Proske, Frank
- In:
International journal of theoretical and applied finance
12
(
2009
)
1
,
pp. 63-82
Persistent link: https://www.econbiz.de/10003847563
Saved in:
5
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:
6
Pricing participating policies with rate guarantees
Chu, Chi Chiu
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 517-532
Persistent link: https://www.econbiz.de/10003347385
Saved in:
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