Details about Yuliya V. Romanyuk
Access statistics for papers by Yuliya V. Romanyuk.
Last updated 2011-03-02. Update your information in the RePEc Author Service.
Short-id: pro370
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Journal Articles
Working Papers
2010
- Asset-Liability Management: An Overview
Discussion Papers, Bank of Canada
View citations (3)
- Liquidity, Risk, and Return: Specifying an Objective Function for the Management of Foreign Reserves
Discussion Papers, Bank of Canada
2008
- Combining Canadian Interest-Rate Forecasts
Staff Working Papers, Bank of Canada
2006
- Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets
Staff Working Papers, Bank of Canada
View citations (4)
See also Journal Article in International Journal of Theoretical and Applied Finance (IJTAF) (2008)
Journal Articles
2008
- EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS
International Journal of Theoretical and Applied Finance (IJTAF), 2008, 11, (03), 295-323
View citations (10)
See also Working Paper (2006)
2006
- Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts
Insurance: Mathematics and Economics, 2006, 39, (3), 310-329
View citations (21)