Gaillardetz, Patrice; Moghtadai, Mehran Partial hedging for equity-linked products using risk-minimizing strategies. (English) Zbl 1414.91187 N. Am. Actuar. J. 21, No. 4, 580-593 (2017). MSC: 91B30 PDFBibTeX XMLCite \textit{P. Gaillardetz} and \textit{M. Moghtadai}, N. Am. Actuar. J. 21, No. 4, 580--593 (2017; Zbl 1414.91187) Full Text: DOI
Gaillardetz, Patrice; Li, Huan Yi; MacKay, Anne Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality. (English) Zbl 1260.91235 Eur. Actuar. J. 2, No. 2, 243-258 (2012). MSC: 91G20 91B30 PDFBibTeX XMLCite \textit{P. Gaillardetz} et al., Eur. Actuar. J. 2, No. 2, 243--258 (2012; Zbl 1260.91235) Full Text: DOI
Gaillardetz, Patrice Pricing equity-indexed annuities under stochastic interest rates using copulas. (English) Zbl 1200.91137 J. Probab. Stat. 2010, Article ID 726389, 29 p. (2010). MSC: 91B30 91G30 62H20 62P05 91G70 PDFBibTeX XMLCite \textit{P. Gaillardetz}, J. Probab. Stat. 2010, Article ID 726389, 29 p. (2010; Zbl 1200.91137) Full Text: DOI EuDML
Gaillardetz, Patrice; Lin, X. Sheldon Valuation of equity-linked insurance and annuity products with binomial models. (English) Zbl 1480.91204 N. Am. Actuar. J. 10, No. 4, 117-144 (2006). MSC: 91G05 60G44 PDFBibTeX XMLCite \textit{P. Gaillardetz} and \textit{X. S. Lin}, N. Am. Actuar. J. 10, No. 4, 117--144 (2006; Zbl 1480.91204) Full Text: DOI