Correlated intensity, counter party risks, and dependent mortalities (Q661258): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2010.07.008
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@@ Property / OpenAlex ID @@
+W2086404802
@@ Property / OpenAlex ID: W2086404802 / rank @@
+Normal rank
@@ Property / cites work @@
+Hedging of Credit Derivatives in Models with Totally Unexpected Default
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+Point processes and queues. Martingale dynamics
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+A General Formula for Valuing Defaultable Securities
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+Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates
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+Principle of equivalent utility and universal variable life insurance pricing
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+Q4435813
@@ Property / cites work: Q4435813 / rank @@
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@@ Property / cites work @@
+Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
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+Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility
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+CORRELATED DEFAULTS IN INTENSITY‐BASED MODELS
@@ Property / cites work: CORRELATED DEFAULTS IN INTENSITY‐BASED MODELS / rank @@
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