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Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization
Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra - In: Insurance / Mathematics & economics 60 (2015), pp. 47-60
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010484834
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Unit-linked life insurance policies : optimal hedging in partially observable market models
Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra - In: Insurance / Mathematics & economics 76 (2017), pp. 149-163
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011774803
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Utility maximization with intermediate consumption under restricted information for jump market models
Ceci, Claudia - In: International journal of theoretical and applied finance 15 (2012) 6, pp. 1-34
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009672596
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Local risk-minimization under the benchmark approach
Biagini, Francesca; Cretarola, Alessandra; Platen, Eckhard - In: Mathematics and financial economics 8 (2014) 2, pp. 109-134
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010341774