Portfolio Risk -- Hedging Strategy with Futures Contracts -- Investing in a portfolio consisting of energies and related …Introduction -- Arbitrage Trading in Energy Market and Risk Measurement -- Fuel Markets Connectedness and Fuel … and practices of energy trading and risk management. This book reveals the characteristics of energy markets using …

We study risk-minimization for a large class of insurance contracts. Given that the individual progress in time of …-Kunita-Watanabe decomposition for a general insurance contract and specify risk-minimizing strategies in a Brownian financial market setting. The …

This paper proposes a unified framework for measuring and managing longevity risk. Specifically, we develop a flexible … framework is essentially independent of the assumed underlying dynamics and the choice of method for risk neutralization and … relies only on the ability to simulate from the risk neutral process. We provide an application to derivatives on the …