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Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management. (2011). Delong, Lukasz.
In: Papers.
RePEc:arx:papers:1005.4417.

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  2. Pricing and hedging defaultable participating contracts with regime switching and jump risk. (2020). Su, Xiaoshan ; le Courtois, Olivier ; Quittard-Pinon, Franois.
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  3. Allocating Overseas: Risk Assessment of Currency Hedging in Taiwan Life Insurance Industry. (2020). Chang-Ye, TU ; Yen-Kuan, Lee ; Wei, Hsuan ; Shih-Chieh, Chang.
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  4. A market-consistent framework for the fair evaluation of insurance contracts under Solvency II. (2019). Casalini, Riccardo ; Fusai, Gianluca ; Gambaro, Anna Maria ; Ghilarducci, Alessandro.
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  5. A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula. (2019). Infante, Jose Arturo ; Alfonsi, Aur'Elien ; Cherchali, Adel.
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  6. Main Determinants of Profit-Sharing Policy in the French Life Insurance Industry. (2018). Loisel, Stéphane ; DARPEIX, Pierre-Emmanuel ; Borel-Mathurin, Fabrice ; Guibert, Quentin.
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  7. On the hedging of liabilities with an endogenous profit sharing mechanism. (2016). Sart, Frederic.
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  8. Main Determinants of Profit Sharing Policy in the French Life Insurance Industry. (2015). Loisel, Stéphane ; Borel-Mathurin, Fabrice ; Guibert, Quentin ; Darpeix, Pierre-Emmanuel.
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  9. Main Determinants of Profit Sharing Policy in the French Life Insurance Industry. (2015). Loisel, Stéphane ; DARPEIX, Pierre-Emmanuel ; Borel-Mathurin, Fabrice ; Guibert, Quentin.
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  10. Main determinants of profit sharing policy in the French life insurance industry. (2015). Loisel, Stéphane ; DARPEIX, Pierre-Emmanuel ; Borel-Mathurin, Fabrice ; Guibert, Q.
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  11. Vorteile der Risikoübernahme in der klassischen Lebensversicherung. (2014). Url, Thomas.
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  12. Cross-hedging minimum return guarantees: Basis and liquidity risks. (2014). Ankirchner, Stefan ; Schweizer, Nikolaus ; Schneider, Judith C..
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  14. Real World Pricing of Long Term Cash-Linked Annuities and Equity-Linked Annuities with Cash-Linked Guarantees. (2013). Platen, Eckhard ; Fergusson, Kevin.
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  15. Pricing participating products with Markov-modulated jump–diffusion process: An efficient numerical PIDE approach. (2013). Siu, Tak Kuen ; Fard, Farzad Alavi.
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  16. The value of interest rate guarantees in participating life insurance contracts: Status quo and alternative product design. (2013). Eling, Martin ; Holder, Stefan .
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  17. The Value of Interest Rate Guarantees in Participating Life insurance Contracts: Status Quo and Alternative Product Design. (2012). Eling, Martin ; Holder, Stefan .
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  22. A Natural Hedge for Equity Indexed Annuities. (2011). Boyle, Phelim P ; Bernard, Carole.
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  23. Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management. (2011). Delong, Lukasz.
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  49. The Risk Management of Minimum Return Guarantees. (2003). Schlogl, Erik ; Mahayni, Antje.
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  50. Fair valuation of path-dependent participating life insurance contracts. (2003). Lukkarinen, Jani ; Tanskanen, Antti Juho.
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