Found 8 Documents (Results 1–8)
Locally risk-minimizing hedging for European contingent claims written on non-tradable assets with common jump risk. (English) Zbl 1505.91392
Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering. (English) Zbl 1513.91064
Equity-linked guaranteed minimum death benefits with dollar cost averaging. (English) Zbl 1471.91465
Valuation and pricing of electricity delivery contracts: the producer’s view. (English) Zbl 1427.91183
Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting. (English) Zbl 1411.91264
MSC:
91B30
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