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1
The existence of dominating local martingale measures
Imkeller, Peter
;
Perkowski, Nicolas
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 685-717
Persistent link: https://www.econbiz.de/10011420345
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2
Hedging American options in Merton's model : a locally risk minimizing approach
Becchere, Giovanni
;
Mulinacci, Sabrina
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 153-170
Persistent link: https://www.econbiz.de/10001449313
Saved in:
3
Testing the risk as feeling and risk as analysis perspective for insurance : the antecedents of purchasing unit-linked life insurance products
Huber, Carin
;
Schlager, Tobias
- In:
Journal of financial services marketing : JFSM
23
(
2018
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10011888490
Saved in:
4
Risk-minimization for life insurance liabilities with dependent mortality risk
Biagini, Francesca
;
Botero, Camila
;
Schreiber, Irene
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 505-533
Persistent link: https://www.econbiz.de/10011752521
Saved in:
5
Optimal portfolio liquidation with additional information
Ankirchner, Stefan
;
Blanchet-Scalliet, Christophette
; …
- In:
Mathematics and financial economics
10
(
2016
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011445989
Saved in:
6
Shortfall risk through Fenchel duality
Cui, Zhenyu
;
Deng, Jun
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011923010
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7
Optimal investment and risk control for an insurer under inside information
Peng, Xingchun
;
Wang, Wenyuan
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 104-116
Persistent link: https://www.econbiz.de/10011530931
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8
Martingale representations in progressive enlargement by multivariate point processes
Calzolari, Antonella
;
Torti, Barbara
- In:
International journal of theoretical and applied …
25
(
2022
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013371038
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9
Insurance-finance arbitrage
Artzner, Philippe
;
Eisele, Karl-Theodor
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 739-773
Persistent link: https://www.econbiz.de/10014565272
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10
No arbitrage in continuous financial markets
Criens, David
- In:
Mathematics and financial economics
14
(
2020
)
3
,
pp. 461-506
Persistent link: https://www.econbiz.de/10012240304
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