Titlebook: Seminar on Stochastic Analysis, Random Fields and Applications VII; Centro Stefano Frans Robert C. Dalang,Marco Dozzi,Francesco Russo Confe

Employee

Evaluating Hybrid Products: The Interplay Between Financial and Insurance Marketsnd hedging financial claims such as the benchmark approach and local risk minimization can be applied to the valuation of hybrid financial insurance products, as well as to premium determination, risk mitigation and claim reserve management.

用肘

Harrowing

让步

Meager

芳香一点

Optimal Investment-consumption for Partially Observed Jump-diffusionsring results we reduce the partial information problem to a full information one involving only observable processes. Next, by using dynamic programming, we characterize the value process and the optimal-consumption strategy in terms of solution to a backward stochastic differential equation.

身体萌芽

Seminar on Stochastic Analysis, Random Fields and Applications VIICentro Stefano Frans

gait-cycle

魔鬼在游行

Working-Memory