Michael Melamed

Independent

SCHOLARLY PAPERS

1

DOWNLOADS

125

CITATIONS

0

Scholarly Papers (1)

1.

Hedging Insurance Books

Robert H. Smith School Research Paper No. RHS 2635602, NYU Tandon Research Paper No. 2635602
Number of pages: 23 Posted: 26 Jul 2015
Dilip B. Madan, Peter Carr, Wim Schoutens and Michael Melamed
University of Maryland - Robert H. Smith School of Business, New York University Finance and Risk Engineering, KU Leuven - Department of Mathematics and Independent
Downloads 125 (223,291)

Abstract:

Loading...

Acceptable Risks, Probability Distortions, Variance Gamma Model