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Publications by Victoria Steblovskaya

Optimal Hedging and Pricing of Equity-Linked Life Insurance Contracts in a Discrete-Time Incomplete Market

Journal of Probability and Statistics

English

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The Uncertain Mortality Intensity Framework: Pricing and Hedging Unit-Linked Life Insurance Contracts

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Convex Hedging of Non-Superreplicable Claims in Discrete-Time Market Models

Mathematical Methods of Operations Research

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Pricing of Cyber Insurance Contracts in a Network Model

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Asset Pricing Under Optimal Contracts

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Debt and Equity as Optimal Contracts

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Hedging Using Futures and Options Contracts in the Electricity Market

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Acceptance Requirement in Life Insurance Contracts

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Sharpe-Ratio Pricing and Hedging of Contingent Claims in Incomplete Markets by Convex Programming

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