4 results
The 3-step hedge-based valuation: fair valuation in the presence of systematic risks
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 53 / Issue 2 / May 2023
- Published online by Cambridge University Press:
- 14 March 2023, pp. 418-442
- Print publication:
- May 2023
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A CLOSED-FORM GARCH VALUATION MODEL FOR POWER EXCHANGE OPTIONS WITH COUNTERPARTY RISK
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- Journal:
- Probability in the Engineering and Informational Sciences / Volume 34 / Issue 2 / April 2020
- Published online by Cambridge University Press:
- 24 January 2019, pp. 279-296
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ERM for insurance companies – adding the investor's point of view
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- Journal:
- British Actuarial Journal / Volume 16 / Issue 2 / 25 November 2011
- Published online by Cambridge University Press:
- 13 October 2011, pp. 341-384
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Corporate Decisions in General Insurance: Beyond the Frontier
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- Journal:
- British Actuarial Journal / Volume 6 / Issue 2 / 01 August 2000
- Published online by Cambridge University Press:
- 10 June 2011, pp. 259-296
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