Longevity risk has recently become a high profile risk among insurers and pension plan
sponsors. One way to mitigate longevity risk is to build a hedge using derivatives that are …

This article investigates the optimal hedging problem of the European contingent claims
written on non-tradable assets. We assume that the risky assets satisfy jump diffusion …

The objective of this project was to consider the feasibility of possible alternatives to the
current Agri-Stability program. These alternatives consist of customizable area-based …

Financialmarketshavebeencrucialindrivingc…. An essential piece of these markets is the
presence of risk takers, or market speculators, who will hold financial portfolios in hopes of …

In this thesis we introduce a mean-variance hedging problem in an incomplete market. As a
main source we follow X. Xue, J. Zhang and C. Weng article Mean-variance Hedging with …

Korte beschrijving: Een studie van zogenaamde q-reeksen gebeurt meestal in de context
van hypergeometrische reeksen. Nochtans kunnen qreeksen ook onafhankelijk ingevoerd …