Market Consistent Pricing of Insurance Products (Q3634589): Difference between revisions

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+Optimal consumption from investment and random endowment in incomplete semimartingale markets.
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+Optimum consumption and portfolio rules in a continuous-time model
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+A general version of the fundamental theorem of asset pricing
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+Exponential Hedging and Entropic Penalties
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+Q4794153
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+Market-Consistent Actuarial Valuation
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+On Esscher Transforms in Discrete Finance Models
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+Estimating the Value of the Wincat Coupons of the Winterthur Insurance Convertible Bond: A Study of the Model Risk
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+Explicit solutions to an optimal portfolio choice problem with stochastic income
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+VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION
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+Markovian term structure models in discrete time
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+Mathematics of financial markets.
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+A valuation algorithm for indifference prices in incomplete markets
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+An example of indifference prices under exponential preferences
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+Publication:3634589