| 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 |
12 |
449 |
| A Comparison of Single Factor Markov-functional and Multi Factor Market Models |
0 |
0 |
1 |
507 |
0 |
0 |
14 |
1,002 |
| Asset-Liability Management for Long-Term Insurance Business |
0 |
0 |
0 |
57 |
0 |
1 |
12 |
133 |
| Asset-liability management for long-term insurance business |
0 |
0 |
0 |
0 |
0 |
0 |
17 |
43 |
| De Voordelen van de Solidariteitsreserve Ontrafeld |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
8 |
| De voordelen van de solidariteitsreserve ontrafeld |
0 |
0 |
1 |
1 |
0 |
0 |
7 |
9 |
| Dual Formulation of the Optimal Consumption problem with Multiplicative Habit Formation |
0 |
0 |
0 |
0 |
2 |
3 |
13 |
14 |
| Evaluating the UK and Dutch Defined Benefit Policies Using the Holistic Balance Sheet Framework |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
8 |
| Extrapolating the term structure of interest rates with parameter uncertainty |
0 |
0 |
0 |
11 |
0 |
0 |
6 |
46 |
| Fast Convergence of Regress-Later Estimates in Least Squares Monte Carlo |
0 |
0 |
0 |
14 |
1 |
1 |
9 |
45 |
| Fast drift approximated pricing in the BGM model |
0 |
0 |
0 |
711 |
0 |
1 |
13 |
1,759 |
| Instantaneous mean-variance hedging and instantaneous Sharpe ratio pricing in a regime-switching financial model, with applications to equity-linked claims |
0 |
1 |
1 |
13 |
1 |
2 |
9 |
59 |
| Level-Slope-Curvature - Fact or Artefact? |
0 |
0 |
0 |
801 |
2 |
4 |
20 |
1,754 |
| Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
15 |
| Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis |
0 |
0 |
0 |
26 |
0 |
0 |
3 |
100 |
| Market-Consistent Valuation of Pension Liabilities |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
8 |
| Near-Optimal Dynamic Asset Allocation in Financial Markets with Trading Constraints |
0 |
0 |
0 |
12 |
0 |
1 |
8 |
42 |
| Observational Equivalence of Discrete String Models and Market Models |
0 |
0 |
0 |
5 |
0 |
0 |
4 |
65 |
| Observational Equivalence of Discrete String Models and Market Models |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
11 |
| Pricing Double Barrier Options: An Analytical Approach |
0 |
0 |
1 |
2,555 |
0 |
0 |
11 |
6,483 |
| Pricing Double Barrier Options: An Analytical Approach |
0 |
0 |
0 |
677 |
0 |
2 |
19 |
1,198 |
| Pricing and Hedging Guaranteed Annuity Options via Static Option Replication |
0 |
0 |
0 |
758 |
0 |
0 |
8 |
2,007 |
| Risico en Rendement in Balans voor Verzekeraars |
0 |
0 |
0 |
61 |
0 |
0 |
7 |
276 |
| Risk Managing Bermudan Swaptions in the Libor BGM Model |
0 |
0 |
0 |
867 |
1 |
4 |
12 |
2,115 |
| Risk managing bermudan swaptions in the libor BGM model |
0 |
0 |
0 |
37 |
0 |
0 |
11 |
163 |
| Robust evaluation of SCR for participating life insurances under Solvency II |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
13 |
| Robust evaluation of SCR for participating life insurances under Solvency II |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
11 |
| Solidariteitsreserve: Doelen en evenwichtigheid |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
10 |
| Time-Consistent Actuarial Valuations |
0 |
0 |
0 |
27 |
1 |
2 |
11 |
65 |
| Time-Consistent and Market-Consistent Evaluations |
0 |
0 |
0 |
19 |
1 |
3 |
13 |
77 |
| Time-Consistent and Market-Consistent Evaluations (Revised version of 2012-086) |
0 |
0 |
0 |
1 |
0 |
1 |
14 |
20 |
| Time-Consistent and Market-Consistent Evaluations (Revised version of 2012-086) |
0 |
0 |
0 |
17 |
0 |
1 |
16 |
71 |
| Total Working Papers |
0 |
1 |
4 |
7,341 |
10 |
27 |
306 |
18,079 |
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