Pricing and Hedging Variable Annuities in a Lévy Market: A Risk Management Perspective

Abdou Kélani; François Quittard-Pinon

doi:10.1111/jori.12087

Pricing and Hedging Variable Annuities in a Lévy Market: A Risk Management Perspective

Journal of Risk & Insurance ◽

10.1111/jori.12087 ◽

2015 ◽

Vol 84 (1) ◽

pp. 209-238 ◽

Cited By ~ 11

Author(s):

Abdou Kélani ◽

François Quittard-Pinon

Keyword(s):

Risk Management ◽

Variable Annuities ◽

Management Perspective

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Pricing and Hedging Variable Annuities in a LLvy Market: A Risk Management Perspective

SSRN Electronic Journal ◽

10.2139/ssrn.2405998 ◽

2014 ◽

Author(s):

Abdou KKlani ◽

Francois Quittard-Pinon

Keyword(s):

Risk Management ◽

Variable Annuities ◽

Management Perspective

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Soaking endoscopes in 2% glutaraldehyde for 20 minutes: A risk management perspective

American Journal of Infection Control ◽

10.1016/s0196-6553(98)80038-2 ◽

1998 ◽

Vol 26 (2) ◽

pp. 153-154 ◽

Cited By ~ 3

Author(s):

Lawrence F. Muscarella

Keyword(s):

Risk Management ◽

Management Perspective

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Learning from History-A Risk Management Perspective

SSRN Electronic Journal ◽

10.2139/ssrn.3889557 ◽

2021 ◽

Author(s):

Sonjai Kumar

Keyword(s):

Risk Management ◽

Management Perspective ◽

Learning From History

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The Interaction of Technology Choice and Financial Risk Management: An Integrated Risk Management Perspective

SSRN Electronic Journal ◽

10.2139/ssrn.947451 ◽

2006 ◽

Cited By ~ 3

Author(s):

Onur Boyabatli ◽

Beril Toktay

Keyword(s):

Risk Management ◽

Financial Risk ◽

Technology Choice ◽

Financial Risk Management ◽

Integrated Risk ◽

Management Perspective ◽

Integrated Risk Management

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Extending the risk management perspective

Strategic Risk Management Practice ◽

10.1017/cbo9780511816017.005 ◽

2012 ◽

pp. 76-98

Author(s):

Torben Juul Andersen ◽

Peter Winther Schroder

Keyword(s):

Risk Management ◽

Management Perspective

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Common Security Culture: Myth or Reality? Security Co-creation from the Risk Management Perspective: An Essay Based on Observation, Critical Thinking and a Strong Belief in a Better Future

International Security Management - Advanced Sciences and Technologies for Security Applications ◽

10.1007/978-3-030-42523-4_10 ◽

2020 ◽

pp. 123-136

Author(s):

Magda Stepanyan

Keyword(s):

Risk Management ◽

Critical Thinking ◽

Security Culture ◽

Strong Belief ◽

Management Perspective ◽

Common Security

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Modelling across the process life cycle: A risk management perspective

Computer Aided Chemical Engineering - European Symposium on Computer-Aided Process Engineering-15, 38th European Symposium of the Working Party on Computer Aided Process Engineering ◽

10.1016/s1570-7946(05)80125-7 ◽

2005 ◽

pp. 3-19 ◽

Cited By ~ 1

Author(s):

Ian T Cameron

Keyword(s):

Risk Management ◽

Life Cycle ◽

Management Perspective

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Cyber Security for Medical Devices from a Risk Management Perspective: A Case Study

10.3850/978-981-18-2016-8_137-cd ◽

2021 ◽

Author(s):

Roberto Filippini ◽

Nina Bersenkowitsch ◽

Mario Schrenk

Keyword(s):

Risk Management ◽

Medical Devices ◽

Cyber Security ◽

Management Perspective

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The Hazard-Adjusted Portfolio: A New Capital Allocation Scheme from an Extreme-Risk Management Perspective

Understanding Investment Funds ◽

10.1057/9781137273611_7 ◽

2013 ◽

pp. 129-160

Author(s):

Falk Laube ◽

Virginie Terraza

Keyword(s):

Risk Management ◽

Capital Allocation ◽

Allocation Scheme ◽

Extreme Risk ◽

Management Perspective

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Bullying from a risk management perspective

Bullying and Emotional Abuse in the Workplace ◽

10.1201/9780203164662-28 ◽

2002 ◽

pp. 345-356

Keyword(s):

Risk Management ◽

Management Perspective

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