A law of large numbers approach to valuation in life insurance (Q865608): Difference between revisions

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+Pricing of Unit-linked Life Insurance Policies
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+Rational hedging and valuation of integrated risks under constant absolute risk aversion.
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+Martingales and arbitrage in multiperiod securities markets
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+Bestimmung einer angemessenen sterbetafel für lebensversicherungen mit todesfallcharakter
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+Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts
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+Risk-minimizing hedging strategies for insurance payment processes
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+Indifference pricing of insurance contracts in a product space model
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+Indifference pricing of insurance contracts in a product space model: Applications
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+On Bonus and Bonus Prognoses in Life Insurance
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+Stochastic interest rate in life insurance: The principle of equivalence revisited
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+Herleitung der DAV-sterbetafel 1994 R für rentenversicherungen
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+On the minimal martingale measure and the möllmer-schweizer decomposition
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+From actuarial to financial valuation principles
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+Reinsurance in arbitrage-free markets
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+A no arbitrage approach to Thiele's differential equation
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+The analysis of finite security markets using martingales
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