Dynamic hybrid products with guarantees—An optimal portfolio framework

JOURNAL ARTICLE published January 2019 in Insurance: Mathematics and Economics

Authors: Hayk Hambardzumyan | Ralf Korn

Axiom of solvency and portfolio immunization under random interest rates

JOURNAL ARTICLE published June 2005 in Insurance: Mathematics and Economics

Authors: Lesław Gajek

Mean-risk portfolio management with bankruptcy prohibition

JOURNAL ARTICLE published March 2019 in Insurance: Mathematics and Economics

Research funded by European Research Council (ERC) (279582) | Science Foundation Ireland (SFI) (16/IA/4443,16/SPP/3347) | HKGRF (14300717) | HKSAR-GRF (14301015) | CUHK (3132761,3132762)

Authors: K.C. Wong | S.C.P. Yam | J. Zeng

On the Demand for Portfolio Insurance

JOURNAL ARTICLE published September 2013 in Risk Management and Insurance Review

Authors: Andy Fodor | James S. Doran | James M. Carson | David P. Kirch

The Evolution of Winterthur Rooms

JOURNAL ARTICLE published January 1964 in Winterthur Portfolio

Behavioral portfolio insurance strategies

JOURNAL ARTICLE published December 2020 in Financial Markets and Portfolio Management

Authors: Marcos Escobar-Anel | Andreas Lichtenstern | Rudi Zagst

On fair premium principles and pareto-optimal risk-neutral portfolio valuation

JOURNAL ARTICLE published August 1995 in Insurance: Mathematics and Economics

Authors: W. Hürlimann

094001 (M01, E51) The investment return from a portfolio with a dynamic rebalancing policy

JOURNAL ARTICLE published December 1997 in Insurance: Mathematics and Economics

Portfolio Choice and Life Insurance: The CRRA Case

JOURNAL ARTICLE published December 2008 in Journal of Risk and Insurance

Authors: Huaxiong Huang | Moshe A. Milevsky | Jin Wang

Jochen Felsenheimer, Philip Gisdakis and Michael Zaiser (eds) : Active Credit Portfolio Management

JOURNAL ARTICLE published June 2006 in Financial Markets and Portfolio Management

Authors: Bernd Brommundt

Risk capital decomposition for a multivariate dependent gamma portfolio

JOURNAL ARTICLE published December 2005 in Insurance: Mathematics and Economics

Authors: Edward Furman | Zinoviy Landsman

Modellierung globaler Renditegenerierungs-prozesse von Aktienanlagen

BOOK CHAPTER published 2002 in Portfolio-Insurance-Strategien

Authors: Uta Elisabeth Hagen

EVALUATION OF INSURANCE PORTFOLIO

JOURNAL ARTICLE published 25 May 2021 in Економіка та суспільство

Authors: Інна Кисільова | Катерина Кулакова

Einsatzmöglichkeiten von Indexoptionsscheinen bei der Portfolio Insurance

BOOK CHAPTER published 1994 in Geldanlage mit Optionsscheinen

Authors: Gerhard Fusenig

6 Portfolio Insurance

BOOK CHAPTER published 2017 in Wertpapiermanagement

Authors: Manfred Steiner | Christoph Bruns | Stefan Stöckl

Insurance Portfolio Risk Aggregation - A Practitioner's View

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Ivelin Mihailov Zvezdov

Einsatzmöglichkeiten von Indexoptionsscheinen bei der Portfolio Insurance

BOOK CHAPTER published 1993 in Geldanlage mit Optionsscheinen

Authors: Gerhard Fusenig

Optimal portfolio and background risk: an exact and an approximated solution

JOURNAL ARTICLE published October 2002 in Insurance: Mathematics and Economics

Authors: Francesco Menoncin

A minimax risk strategy for portfolio immunization

JOURNAL ARTICLE published November 1998 in Insurance: Mathematics and Economics

Authors: Joel R. Barber | Mark L. Copper

Portfolio risk analysis of excess of loss reinsurance

JOURNAL ARTICLE published January 2022 in Insurance: Mathematics and Economics

Research funded by National Natural Science Foundation of China (11701043) | Australian Research Council (DP200101859)

Authors: Qihe Tang | Zhiwei Tong | Li Xun