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

Working Papers

2010

1. Asset-Liability Management: An Overview
   Discussion Papers, Bank of Canada View citations (5)
2. Liquidity, Risk, and Return: Specifying an Objective Function for the Management of Foreign Reserves
   Discussion Papers, Bank of Canada

2008

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

2006

4. 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 EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS, International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd. (2008) View citations (10) (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 View citations (10)
   See also Working Paper Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets, Staff Working Papers (2006) View citations (4) (2006)

2006

2. 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)