Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference31 articles.
1. Asset-liability management for long-term insurance business;Albrecher;Eur. Actuar. J.,2018
2. Fair valuation of insurance liabilities: merging actuarial judgement with market- and time-consistency;Barigou;Insurance Math. Econom.,2019
3. Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting;Barigou;Scand. Actuar. J.,2019
4. A central limit theorem for realised power and bipower variations of continuous semimartingales;Barndorff-Nielsen,2006
5. Pricing, hedging and optimally designing derivatives via minimization of risk measures;Barrieu,2005
Cited by
19 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献