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