„quantile hedging“

Suchergebnisse

13 Treffer

• Quantile hedging pension payoffs: an analysis of investment incentives
  MacKay, Anne
• Quantile hedging and its application to life insurance
  Melnikov, Alexander ; Skornyakova, Victoria
• On the shortfall risk control: A refinement of the quantile hedging method
  Barski, Michał
• Efficient hedging for a complete jump-diffusion model
  Kirch, Michael ; Krutchenko, R. N. ; Melʹnikov, Aleksandr V. 2002 Humboldt-Universität zu Berlin
• Quantile Hedging
  Föllmer, Hans ; Leukert, Peter 2006 Humboldt-Universität zu Berlin
• Quantile hedging in models with dividends and application to equity-linked life insurance contracts
  Glazyrina, Anna ; Melʹnikov, Aleksandr V.
• Quantile hedging
  Föllmer, Hans ; Leukert, Peter 1998 Sonderforschungsbereich 373
• Efficient hedging for a complete jump diffusion model
  Kirch, Michael ; Krutčenko, R. N. ; Melʹnikov, Aleksandr V. 2002 Sonderforschungsbereich 373
• Quantile Hedging in a semi-static market with model uncertainty
  Bayraktar, Erhan ; Wang, Gu
• Some Recent Progress on Numerical Methods for Controlled Regime-Switching Models with Applications to Insurance and Risk Management
  Jin, Zhuo ; Stockbridge, Rebecca ; Yin, George
• Optimal quantile hedging under Markov regime switching
  Lien, Da-hsiang Donald ; Wang, Ziling ; Yu, Xiaojian
• Quantile hedging for a jump diffusion financal mearket model
  Krutčenko, R. N. ; Melʹnikov, Aleksandr V. 2000 Sonderforschungsbereich 373
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