Default risk, bankruptcy procedures and the market value of life insurance liabilities (Q995500): Difference between revisions

@@ Property / OpenAlex ID @@
+W2119847373
@@ Property / OpenAlex ID: W2119847373 / rank @@
+Normal rank
@@ Property / cites work @@
+Computational Science - ICCS 2004
@@ Property / cites work: Computational Science - ICCS 2004 / rank @@
+Normal rank
@@ Property / cites work @@
+PRICING PARISIAN-STYLE OPTIONS WITH A LATTICE METHOD
+Normal rank
@@ Property / cites work @@
+Market value of life insurance contracts under stochastic interest rates and default risk
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Q4714465
@@ Property / cites work: Q4714465 / rank @@
+Normal rank
@@ Property / cites work @@
+Brownian Excursions and Parisian Barrier Options
@@ Property / cites work: Brownian Excursions and Parisian Barrier Options / rank @@
+Normal rank
@@ Property / cites work @@
+A combinatorial approach for pricing Parisian options.
+Normal rank
@@ Property / cites work @@
+THE FEYNMAN–KAC FORMULA AND PRICING OCCUPATION TIME DERIVATIVES
+Normal rank
@@ Property / cites work @@
+On accounting standards and fair valuation of life insurance and pension liabilities
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+On a generalization of the arc-sine law
@@ Property / cites work: On a generalization of the arc-sine law / rank @@
+Normal rank