Zobrazeno 1 - 10
of 213
pro vyhledávání: '"Ewald, Christian Oliver"'
Autor:
Ewald, Christian-Oliver, Kamm, Kevin
This paper explores the impact of stochastic mortality and disease on animal-based commodities, with a specific emphasis on aquaculture, particularly in the context of salmon farming. The investigation delves into the stochastic nature of mortality a
Externí odkaz:
http://arxiv.org/abs/2402.08686
Autor:
Ewald, Christian Oliver, Kamm, Kevin
Publikováno v:
Quantitative Finance (2024)
We study the effect of stochastic feeding costs on animal-based commodities with particular focus on aquaculture. More specifically, we use soybean futures to infer on the stochastic behaviour of salmon feed, which we assume to follow a Schwartz-2-fa
Externí odkaz:
http://arxiv.org/abs/2309.02970
Autor:
Ewald, Christian Oliver, Li, Yaoyu
Publikováno v:
In Journal of Commodity Markets December 2024 36
Publikováno v:
In Journal of Economic Dynamics and Control May 2024 162
This work studies a stochastic optimal control problem for a pension scheme which provides an income-drawdown policy to its members after their retirement. To manage the scheme efficiently, the manager and members agree to share the investment risk b
Externí odkaz:
http://arxiv.org/abs/2002.05232
Publikováno v:
In Journal of Commodity Markets September 2023 31
Pension schemes all over the world are under increasing pressure to efficiently hedge the longevity risk posed by ageing populations. In this work, we study an optimal investment problem for a defined contribution pension scheme which decides to hedg
Externí odkaz:
http://arxiv.org/abs/1904.10229
Publikováno v:
In Energy Economics November 2022 115
Publikováno v:
Journal of Risk & Financial Management; Oct2024, Vol. 17 Issue 10, p458, 15p
Autor:
Ewald, Christian Oliver, Taub, Bart
Publikováno v:
In Journal of Corporate Finance February 2022 72