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A new premium principle for equity-indexed annuities
Gaillardetz, Patrice
;
Lakhmiri, Joe Youssef
- In:
The journal of risk and insurance : the journal of the …
78
(
2011
)
1
,
pp. 245-265
Persistent link: https://www.econbiz.de/10009130074
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Partial hedging for equity-linked products using risk-minimizing strategies
Gaillardetz, Patrice
;
Moghtadai, Mehran
- In:
North American actuarial journal
21
(
2017
)
4
,
pp. 580-593
Persistent link: https://www.econbiz.de/10011858646
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3
Dynamic hedging strategies based on changing pricing parameters for compound ratchets
Gaillardetz, Patrice
;
El Khoury, Samia
- In:
Asia-Pacific journal of risk and insurance : APJRI
14
(
2020
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012196944
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4
Dynamic hedging in incomplete markets using risk measures
Gaillardetz, Patrice
;
Hachem, Saeb
- In:
IMA journal of management mathematics
33
(
2022
)
2
,
pp. 345-367
Persistent link: https://www.econbiz.de/10012798787
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5
Evaluation of equity-linked products in the presence of policyholder surrender option using risk-control strategies
Gaillardetz, Patrice
;
Hachem, Saeb
;
Moghtadai, Mehran
- In:
Annals of actuarial science : publ. by the Institute of …
16
(
2022
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10013187283
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6
American option evaluations using higher moments
Gaillardetz, Patrice
;
Hachem, Saeb el
- In:
Studies in economics and finance
41
(
2024
)
5
,
pp. 981-997
Persistent link: https://www.econbiz.de/10015199615
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