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Details about Yuliya V. Romanyuk

Workplace:Bank of Canada, (more information at EDIRC)

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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Working Papers

2010

  1. Asset-Liability Management: An Overview
    Discussion Papers, Bank of Canada Downloads View citations (3)
  2. Liquidity, Risk, and Return: Specifying an Objective Function for the Management of Foreign Reserves
    Discussion Papers, Bank of Canada Downloads

2008

  1. Combining Canadian Interest-Rate Forecasts
    Staff Working Papers, Bank of Canada Downloads

2006

  1. Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets
    Staff Working Papers, Bank of Canada Downloads View citations (4)
    See also Journal Article in International Journal of Theoretical and Applied Finance (IJTAF) (2008)

Journal Articles

2008

  1. 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 Downloads View citations (10)
    See also Working Paper (2006)

2006

  1. 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 Downloads View citations (21)
 
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