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  • Search: subject:"Index-linked hedging strategies"
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Co/counter-monotonicity 1 Convex hull 1 Hedging 1 Index-linked hedging strategies 1 Mathematical programming 1 Mathematische Optimierung 1 Multivariate stochastic ordering 1 Optimal reinsurance 1 Portfolio selection 1 Portfolio-Management 1 Reinsurance 1 Risiko 1 Risikomanagement 1 Risikomodell 1 Risk 1 Risk management 1 Risk model 1 Rückversicherung 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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He, Junnan 1 Tang, Qihe 1 Zhang, Huan 1
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Insurance / Mathematics & economics 1
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Risk reducers in convex order
He, Junnan; Tang, Qihe; Zhang, Huan - In: Insurance / Mathematics & economics 70 (2016), pp. 80-88
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