Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility (Q4455898): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/03461230110106327 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2083188360 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Option pricing with transaction costs and a nonlinear Black-Scholes equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bounds on process of contingent claims in an intertemporal economy with proportional transaction costs and general preferences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Super-replication in stochastic volatility models under portfolio constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH<sup>1</sup><sup>2</sup> / rank
 
Normal rank
Property / cites work
 
Property / cites work: European Option Pricing with Transaction Costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4868513 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4032143 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Utility Functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5653395 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Aspects of risk theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Viscosity solutions of fully nonlinear second-order elliptic partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the pricing of contingent claims under constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002114 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4794152 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal consumption/investment policies with undiversifiable income risk and liquidity constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk Aversion in the Small and in the Large / rank
 
Normal rank
Property / cites work
 
Property / cites work: OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Mathematics of Financial Derivatives / rank
 
Normal rank
Property / cites work
 
Property / cites work: Investment-Consumption Models with Transaction Fees and Markov-Chain Parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consumption-Investment Models with Constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal investment and consumption models with non-linear stock dynamics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2785000 / rank
 
Normal rank

Latest revision as of 16:12, 6 June 2024

scientific article; zbMATH DE number 2059344
Language Label Description Also known as
English
Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
scientific article; zbMATH DE number 2059344

    Statements

    Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility (English)
    0 references
    0 references
    0 references
    16 March 2004
    0 references
    0 references
    pricing
    0 references
    dynamic insurance risks
    0 references
    principle of equivalent utility
    0 references
    reservation prices
    0 references
    incomplete markets
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references