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Search: subject:"Convex hedging"
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Coping with longevity via hedging : fair dynamic valuation of variable annuities
Chen, Ze
;
Feng, Runhuan
;
Li, Hong
;
Yang, Tianyu
- In:
Insurance : mathematics and economics
117
(
2024
),
pp. 154-169
Persistent link: https://www.econbiz.de/10015066964
Saved in:
2
Fair dynamic valuation of insurance liabilities via
convex
hedging
Chen, Ze
;
Chen, Bingzheng
;
Dhaene, Jan
;
Yang, Tianyu
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012545257
Saved in:
3
Fair dynamic valuation of insurance liabilities : a loss averse
convex
hedging
approach
Chen, Ze
;
Chen, Bingzheng
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2020
(
2020
)
9
,
pp. 792-818
Persistent link: https://www.econbiz.de/10012313738
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