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Dynamic hedging of longevity r...
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Hertog, Dirk den
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Liu, Ming
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Talman, Dolf
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Leus, Roel
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Morabito, Reinaldo
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Soumis, François
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Ahmed, Shabbir
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Delage, Erick
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Demeulemeester, Erik
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2. Symposium in Linear Programming Washington, D. C. Jan. 27-29, 1955
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Erasmus Institute for Advanced Studies in Management
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Eric Cuvillier <Firma>
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FernUniversität in Hagen
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Institut für Ökonometrie und Operations Research, Forschungsinstitut für Diskrete Mathematik, Rheinische Friedrich-Wilhelms-Universität Bonn
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Operations research letters
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Optimal dynamic longevity hedge with basis risk
Ken Seng Tan
;
Weng, Chengguo
;
Zhang, Jinggong
- In:
European journal of operational research : EJOR
297
(
2022
)
1
,
pp. 325-337
Persistent link: https://www.econbiz.de/10013259312
Saved in:
2
Pension funds with longevity risk : an optimal portfolio insurance approach
Di Giacinto, Marina
;
Mancinelli, Daniele
;
Marino, Mario
; …
-
2024
Persistent link: https://www.econbiz.de/10015357881
Saved in:
3
Modelling and management of longevity risk : approximations to survivor functions and dynamic
hedging
Cairns, Andrew
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 438-453
Persistent link: https://www.econbiz.de/10009404687
Saved in:
4
Modelling and management of longevity risk : approximations to survivor functions and dynamic
hedging
Cairns, Andrew
-
2011
Persistent link: https://www.econbiz.de/10009536153
Saved in:
5
Computational framework for longevity risk management
D'Amato, Valeria
;
Haberman, Steven
;
Piscopo, Gabriella
; …
- In:
Computational Management Science : CMS
11
(
2014
)
1/2
,
pp. 111-137
Persistent link: https://www.econbiz.de/10010251207
Saved in:
6
Managing longevity risk
Li, Hong
-
2015
Persistent link: https://www.econbiz.de/10011373370
Saved in:
7
Risk reducers in convex order
He, Junnan
;
Tang, Qihe
;
Zhang, Huan
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 80-88
Persistent link: https://www.econbiz.de/10011597183
Saved in:
8
Stable solutions for optimal reinsurance problems involving risk measures
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
European journal of operational research : EJOR
214
(
2011
)
3
,
pp. 796-804
Persistent link: https://www.econbiz.de/10009316167
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9
Some optimal dividend problems in a Markov-modulated risk model
Li, Shuanming
(
contributor
);
Lu, Yi
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003297887
Saved in:
10
Optimal investment under dual risk model and Markov modulated financial market
Xu, Lin
;
Zhang, Liming
;
Zhu, Dongjin
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 157-171
Persistent link: https://www.econbiz.de/10011398985
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