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Bounds for Right Tails of Deterministic and Stochastic Sums of Random Variables
Darkiewicz, Grzegorz; Deelstra, Griselda; Dhaene, Jan; … - In: The journal of risk and insurance : the journal of the … 76 (2009) 4, pp. 847-866
Persistent link: https://www.econbiz.de/10008328676
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The solution of fuzzy linear systems by non-linear programming: a financial application
Muzzioli, Silvia; Reynaerts, Huguette - In: European journal of operational research : EJOR 177 (2007) 2, pp. 1218-1231
Persistent link: https://www.econbiz.de/10007391450
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Yield option pricing in the generalized Cox-Ingersoll-Ross model
Deelstra, Griselda - In: Finance : revue de l'Association Française de Finance 20 (1999) 2, pp. 169-183
Persistent link: https://www.econbiz.de/10009918840
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Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables
Vanmaele, Michèle; Deelstra, Griselda; Liinev, Jan - In: Insurance / Mathematics & economics 35 (2004) 2, pp. 343-368
Persistent link: https://www.econbiz.de/10006879172
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Optimal investment strategies in the presence of a minimum guarantee
Deelstra, Griselda; Grasselli, Martino; Koehl, … - In: Insurance / Mathematics & economics 33 (2003) 1, pp. 189
Persistent link: https://www.econbiz.de/10006886811
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Optimal design of the guarantee for defined contribution funds
Deelstra, Griselda; Grasselli, Martino; Koehl, … - In: Journal of economic dynamics & control 28 (2004) 11, pp. 2239-2260
Persistent link: https://www.econbiz.de/10006755790
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Conditional dominance criteria: definition and application to risk-management
Deelstra, Griselda; Grasselli, Martino; Koehl, … - In: Insurance / Mathematics & economics 25 (1999) 3, pp. 295-306
Persistent link: https://www.econbiz.de/10006910262
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Local Volatility Pricing Models for Long-Dated FX Derivatives
Deelstra, Griselda; Raye, Grgory - In: Applied mathematical finance 20 (2013) 4, pp. 380-402
Persistent link: https://www.econbiz.de/10010140093
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Risk management of a bond portfolio using options
Annaert, Jan; Deelstra, Griselda; Heyman, Dries; … - In: Insurance / Mathematics & economics 41 (2007) 3, pp. 299-316
Persistent link: https://www.econbiz.de/10007865935
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Minimizing the Risk of a Financial Product Using a Put Option
Deelstra, Griselda; Vanmaele, Michèle; Vyncke, David - In: The journal of risk and insurance : the journal of the … 77 (2010) 4, pp. 767-801
Persistent link: https://www.econbiz.de/10008722674