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2. An analytical study of participating policies with minimum rate guarantee and surrender option

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3. Optimal consumption with reference to past spending maximum

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4. Dynamic mean–variance problem with frictions

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5. A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria

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6. A scaling limit for utility indifference prices in the discretised Bachelier model

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7. Scaled insurance cash flows: representation and computation via change of measure techniques

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