Ausgabe 2/2016
Inhalt (6 Artikel)
An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit
Runhuan Feng, Hans W. Volkmer
Risk-minimization for life insurance liabilities with basis risk
Francesca Biagini, Thorsten Rheinländer, Irene Schreiber
Open Access
Strong asymptotic arbitrage in the large fractional binary market
Fernando Cordero, Lavinia Perez-Ostafe
Erratum
Erratum to: Positive alphas and a generalized multiple-factor asset pricing model
Robert Jarrow, Philip Protter