موضوع :
Optimal investment and risk control policies for an insurer under dependent Lévy process

تاریخ انتشار : ۱۳۹۷/۰۸/۲۵ میلادی(2018/11/16)

نویسندگان :
| Navideh Modarresi | Seyedehleila Hosseini |

کلمات کلیدی :
| Mean-variance | Dependent Lévy process | Quadratic utility |


موضوع :
More Investigations on Fair Valuation of Insurance Liabilities by Mean-Variance Hedge Based Approach

تاریخ انتشار : ۱۳۹۷/۰۹/۱۱ میلادی(2018/12/02)

نویسندگان :
| Diba Daraee | Dr.Amin Hassanzadeh |

کلمات کلیدی :
| Fair Valuation | Market-Consistent Valuation | Actuarial Valuation | Hedge Based Valuation | Mean-Variance Hedge Based Valuation |