Personal Details
First Name: Yuliya
Middle Name: V.
Last Name: Romanyuk
Suffix:
RePEc Short-ID: pro370
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Affiliation
(in no particular order)
Works
| Working papers | Articles | Access
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Working papers
- David Jamieson Bolder & Yuliya Romanyuk, 2008.
"Combining Canadian Interest-Rate Forecasts,"
Working Papers
08-34, Bank of Canada.
[Downloadable!]
- Alexander Melnikov & Yuliya Romanyuk, 2006.
"Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets,"
Working Papers
06-43, Bank of Canada.
[Downloadable!]
Published as:
Articles
- Alexander Melnikov & Yuliya Romanyuk, 2008.
"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., vol. 11(03), pages 295-323.
[Downloadable!] (restricted)
Other versions: - Melnikov, Alexander & Romaniuk, Yulia, 2006.
"Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts,"
Insurance: Mathematics and Economics,
Elsevier, vol. 39(3), pages 310-329, December.
[Downloadable!] (restricted)
NEP Fields
2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-ECM: Econometrics (1) 2008-10-07 Author is listed
- NEP-FMK: Financial Markets (1) 2008-10-07 Author is listed
- NEP-FOR: Forecasting (1) 2008-10-07 Author is listed
- NEP-IAS: Insurance Economics (1) 2006-12-04 Author is listed
- NEP-MAC: Macroeconomics (1) 2008-10-07 Author is listed
- NEP-RMG: Risk Management (1) 2008-10-07 Author is listed
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