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~isPartOf:"Scandinavian actuarial journal"
~subject:"Hedging"
~subject:"Risikomanagement"
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Hedging
Risikomanagement
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Scandinavian actuarial journal
Insurance / Mathematics & economics
36
Risks : open access journal
13
The journal of risk and insurance : the journal of the American Risk and Insurance Association
13
ASTIN bulletin : the journal of the International Actuarial Association
6
Asia-Pacific journal of risk and insurance : APJRI
6
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
6
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Astin bulletin : the journal of the International Actuarial Association
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Bonn Econ Discussion Papers / BGSE
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European journal of operational research : EJOR
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ifa-Schriftenreihe
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Göttinger Studien zur Entwicklungsökonomik
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International journal of theoretical and applied finance
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International review of financial analysis
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Journal of economic dynamics & control
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Journal of financial studies : JFS : the official publication of the Taiwan Finance Association
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Journal of risk finance : the convergence of financial products and insurance
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Journal of risk management in financial institutions
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Leipziger Masterarbeiten
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Analytic valuation of GMDB options with utility based asset allocation
Ulm, Eric R.
- In:
Scandinavian actuarial journal
2022
(
2022
)
9
,
pp. 816-840
Persistent link: https://www.econbiz.de/10013419050
Saved in:
2
An innovative design of flexible, bequest-enhanced life annuity with natural hedging
Zhou, Yuxin
;
Sherris, Michael
;
Ziveyi, Jonathan
;
Xu, Mengyi
- In:
Scandinavian actuarial journal
2022
(
2022
)
6
,
pp. 488-509
Persistent link: https://www.econbiz.de/10013370711
Saved in:
3
Variable annuity pricing, valuation, and risk management : a survey
Feng, Runhuan
;
Gan, Guojun
;
Zhang, Ning
- In:
Scandinavian actuarial journal
2022
(
2022
)
10
,
pp. 867-900
Persistent link: https://www.econbiz.de/10013491041
Saved in:
4
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
Saved in:
5
Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting
Barigou, Karim
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2019
(
2019
)
2
,
pp. 163-187
Persistent link: https://www.econbiz.de/10012194944
Saved in:
6
Long guarantees with short duration : the rolling annuity
Jarner, Søren Fiig
;
Preisel, Michael
- In:
Scandinavian actuarial journal
(
2017
)
6
,
pp. 471-494
Persistent link: https://www.econbiz.de/10011848436
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