Narrow search
Showing 1 - 10 of 11
Cover Image
Dynamic risk management : investment, capital structure, and hedging in the presence of financial frictions
Amaya, Diego; Gauthier, Geneviève; Léautier, … - In: The journal of risk and insurance : the journal of the … 82 (2015) 2, pp. 359-399
Persistent link: https://www.econbiz.de/10011392996
Cover Image
Pricing and hedging variable annuities in a Lévy market : a risk management perspective
Kélani, Abdou; Quittard-Pinon, François - In: The journal of risk and insurance : the journal of the … 84 (2017) 1, pp. 209-238
Persistent link: https://www.econbiz.de/10011658207
Cover Image
Dynamic longevity hedging in the presence of population basis risk : a feasibility analysis from technical and economic perspectives
Zhou, Kenneth Q.; Siu-Hang Li, Johnny - In: The journal of risk and insurance : the journal of the … 84 (2017), pp. 417-437
Persistent link: https://www.econbiz.de/10011685202
Cover Image
Hedging longevity risk in life settlements using biomedical research-backed obligations
MacMinn, Richard D.; Zhu, Nan - In: The journal of risk and insurance : the journal of the … 84 (2017), pp. 439-458
Persistent link: https://www.econbiz.de/10011685204
Cover Image
Robust mean-variance hedging of longevity risk
Li, Hong; De Waegenaere, Anja; Melenberg, Bertrand - In: The journal of risk and insurance : the journal of the … 84 (2017), pp. 459-475
Persistent link: https://www.econbiz.de/10011685211
Cover Image
Single- and cross-generation natural hedging of longevity and financial risk
Luciano, Elisa; Regis, Luca; Vigna, Elena - In: The journal of risk and insurance : the journal of the … 84 (2017) 3, pp. 961-986
Persistent link: https://www.econbiz.de/10011749228
Cover Image
Managing mortality risk with longevity bonds when mortality rates are cointegrated
Wong, Tat Wing; Chiu, Mei Choi; Wong, Hoi Ying - In: The journal of risk and insurance : the journal of the … 84 (2017) 3, pp. 987-1023
Persistent link: https://www.econbiz.de/10011749231
Cover Image
Optimal enterprise risk management and decision making with shared and dependent risks
Ai, Jing; Brockett, Patrick L.; Wang, Tianyang - In: The journal of risk and insurance : the journal of the … 84 (2017) 4, pp. 1127-1169
Persistent link: https://www.econbiz.de/10011790005
Cover Image
Derivatives and corporate risk management : participation and volume decisions in the insurance industry
Cummins, John David; Phillips, Richard D.; Smith, … - In: The journal of risk and insurance : the journal of the … 68 (2001) 1, pp. 51-92
Persistent link: https://www.econbiz.de/10001601111
Cover Image
To hedge or not to hedge : managing demographic risk in life insurance companies
Gründl, Helmut; Post, Thomas; Schulze, Roman N. - In: The journal of risk and insurance : the journal of the … 73 (2006) 1, pp. 19-41
Persistent link: https://www.econbiz.de/10003302388