1 citations · 1 across the 2 of their papers we have counts for
2 papers
q-fin.RM2017
Economic Neutral Position: How to best replicate not fully replicable liabilities
Andreas Kunz, Markus Popp
Financial undertakings often have to deal with liabilities of the form 'non-hedgeable claim size times value of a tradeable asset', e.g. foreign property insurance claims times fx…
q-fin.PR2012★ 1 cited
Robust Hedging of Withdrawal Guarantees (Extended Version)
Andreas Kunz
Withdrawal guarantees ensure the periodical deduction of a constant dollar-amount from a fund investment for a fixed number of periods. If the fund depletes before the last withdra…