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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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Local risk minimization for defaultable markets
Biagini, Francesca; Cretarola, Alessandra - In: Mathematical finance : an international journal of … 19 (2009) 4, pp. 669-689
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003937549
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Local risk-minimization under the benchmark approach
Biagini, Francesca; Cretarola, Alessandra; Platen, Eckhard - 2012
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009675074
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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