Pages that link to "Item:Q1424712"
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The following pages link to Indifference pricing of insurance contracts in a product space model (Q1424712):
Displayed 13 items.
- Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes (Q558663) (← links)
- Valuation and hedging of life insurance liabilities with systematic mortality risk (Q849589) (← links)
- A law of large numbers approach to valuation in life insurance (Q865608) (← links)
- Rational hedging and valuation of integrated risks under constant absolute risk aversion. (Q1413332) (← links)
- Indifference pricing of insurance contracts in a product space model: Applications (Q1413398) (← links)
- Number of paths versus number of basis functions in American option pricing (Q1769425) (← links)
- Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality (Q1936470) (← links)
- Indifference pricing for CRRA utilities (Q2392015) (← links)
- Economic neutral position: how to best replicate not fully replicable liabilities? (Q2656988) (← links)
- INDIFFERENCE PRICING FOR CONTINGENT CLAIMS: LARGE DEVIATIONS EFFECTS (Q4635044) (← links)
- Pricing Weather Derivatives Using the Indifference Pricing Approach (Q5029070) (← links)
- INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH (Q5067889) (← links)
- Efficient Hedging and Pricing of Life Insurance Policies in a Jump-Diffusion Model (Q5707909) (← links)