Working Paper |
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Abstract Views |
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12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Comparison of Single Factor Markov-Functional and Multi Factor Market Models |
0 |
0 |
0 |
158 |
0 |
0 |
0 |
437 |
A Comparison of Single Factor Markov-functional and Multi Factor Market Models |
0 |
0 |
0 |
506 |
0 |
1 |
4 |
987 |
Asset-Liability Management for Long-Term Insurance Business |
0 |
0 |
0 |
57 |
0 |
0 |
5 |
120 |
Asset-liability management for long-term insurance business |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
26 |
De Voordelen van de Solidariteitsreserve Ontrafeld |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
De voordelen van de solidariteitsreserve ontrafeld |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
Dual Formulation of the Optimal Consumption problem with Multiplicative Habit Formation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Evaluating the UK and Dutch Defined Benefit Policies Using the Holistic Balance Sheet Framework |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Extrapolating the term structure of interest rates with parameter uncertainty |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
39 |
Fast Convergence of Regress-Later Estimates in Least Squares Monte Carlo |
0 |
1 |
1 |
14 |
0 |
1 |
1 |
36 |
Fast drift approximated pricing in the BGM model |
0 |
0 |
0 |
711 |
1 |
1 |
2 |
1,746 |
Instantaneous mean-variance hedging and instantaneous Sharpe ratio pricing in a regime-switching financial model, with applications to equity-linked claims |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
50 |
Level-Slope-Curvature - Fact or Artefact? |
0 |
0 |
1 |
801 |
0 |
2 |
6 |
1,733 |
Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
96 |
Market-Consistent Valuation of Pension Liabilities |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
7 |
Near-Optimal Dynamic Asset Allocation in Financial Markets with Trading Constraints |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
34 |
Observational Equivalence of Discrete String Models and Market Models |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
60 |
Observational Equivalence of Discrete String Models and Market Models |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
Pricing Double Barrier Options: An Analytical Approach |
0 |
0 |
0 |
2,553 |
0 |
1 |
5 |
6,470 |
Pricing Double Barrier Options: An Analytical Approach |
0 |
0 |
1 |
677 |
0 |
0 |
1 |
1,178 |
Pricing and Hedging Guaranteed Annuity Options via Static Option Replication |
0 |
1 |
2 |
758 |
1 |
2 |
3 |
1,999 |
Risico en Rendement in Balans voor Verzekeraars |
0 |
0 |
0 |
61 |
0 |
0 |
0 |
269 |
Risk Managing Bermudan Swaptions in the Libor BGM Model |
0 |
0 |
0 |
867 |
1 |
2 |
5 |
2,103 |
Risk managing bermudan swaptions in the libor BGM model |
0 |
0 |
0 |
37 |
0 |
0 |
1 |
152 |
Robust evaluation of SCR for participating life insurances under Solvency II |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
Robust evaluation of SCR for participating life insurances under Solvency II |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
Solidariteitsreserve: Doelen en evenwichtigheid |
0 |
0 |
1 |
4 |
0 |
1 |
4 |
9 |
Time-Consistent Actuarial Valuations |
0 |
0 |
1 |
27 |
0 |
0 |
1 |
54 |
Time-Consistent and Market-Consistent Evaluations |
0 |
0 |
1 |
19 |
0 |
0 |
1 |
64 |
Time-Consistent and Market-Consistent Evaluations (Revised version of 2012-086) |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
6 |
Time-Consistent and Market-Consistent Evaluations (Revised version of 2012-086) |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
55 |
Total Working Papers |
0 |
2 |
8 |
7,336 |
3 |
12 |
50 |
17,759 |