11 results
An adaptive strategy for offering m-out-of-n insurance policies
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- Journal:
- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 1 / January 2023
- Published online by Cambridge University Press:
- 15 March 2022, pp. 106-134
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EFFICIENT DYNAMIC HEDGING FOR LARGE VARIABLE ANNUITY PORTFOLIOS WITH MULTIPLE UNDERLYING ASSETS
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- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 3 / September 2020
- Published online by Cambridge University Press:
- 11 August 2020, pp. 913-957
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- September 2020
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DYNAMIC HEDGING STRATEGIES FOR CASH BALANCE PENSION PLANS
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- ASTIN Bulletin: The Journal of the IAA / Volume 48 / Issue 3 / September 2018
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- 11 June 2018, pp. 1245-1275
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- September 2018
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Robust hedging in incomplete markets
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- Journal of Pension Economics & Finance / Volume 18 / Issue 3 / July 2019
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- 16 March 2018, pp. 473-493
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DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY
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- ASTIN Bulletin: The Journal of the IAA / Volume 48 / Issue 1 / January 2018
- Published online by Cambridge University Press:
- 31 August 2017, pp. 197-232
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- January 2018
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Results of survey on hedging practices
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- British Actuarial Journal / Volume 22 / Issue 2 / July 2017
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- 07 June 2017, pp. 442-467
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An executive's handbook for understanding and risk managing unit linked guarantees
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- British Actuarial Journal / Volume 17 / Issue 1 / March 2012
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- 17 February 2012, pp. 71-125
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Variable Annuities
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- British Actuarial Journal / Volume 14 / Issue 2 / 01 July 2008
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- 10 June 2011, pp. 327-389
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Measuring and Managing the Economic Risks and Costs of With-Profits Business
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- British Actuarial Journal / Volume 9 / Issue 4 / 01 October 2003
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- 10 June 2011, pp. 725-777
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Reserving, Pricing and Hedging For Policies with Guaranteed Annuity Options
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- British Actuarial Journal / Volume 9 / Issue 2 / 01 June 2003
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- 10 June 2011, pp. 263-391
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Valuation and Hedging of Limited Price Indexed Liabilities
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- British Actuarial Journal / Volume 10 / Issue 3 / 01 August 2004
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- 10 June 2011, pp. 627-663
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