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Efficient hedging for equity-linked life insurance contracts with stochastic interest rate
Melʹnikov, Aleksandr V.; Tong, Shuo - In: Risk and decision analysis 4 (2013) 3, pp. 207-223
Persistent link: https://www.econbiz.de/10010190153
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Quadratic hedging of equity-linked life insurance contracts under the real-world measure in discrete time
Glazyrina, Anna; Melʹnikov, Aleksandr V. - In: Risk and decision analysis 6 (2017) 2, pp. 167-175
Persistent link: https://www.econbiz.de/10011743830
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On polynomial extension of t-distribution and its financial applications
Li, Hao; Melnikov, Alexander - In: Risk and decision analysis 4 (2013) 4, pp. 255-266
Persistent link: https://www.econbiz.de/10010475799
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Valuation of finance/insurance contracts : efficient hedging and stochastic interest rates modeling
Melnikov, Alexander; Tong, Shuo - In: Risk and decision analysis 5 (2014) 1, pp. 23-41
Persistent link: https://www.econbiz.de/10010492598
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On stocks and interest rates modeling in long-range dependent environment
Melnikov, Alexander; Mišura, Julija S. - In: Risk and decision analysis 5 (2014) 4, pp. 177-187
Persistent link: https://www.econbiz.de/10011286251