| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
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 |
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