On valuing participating life insurance contracts with conditional heteroscedasticity (Q928174): Difference between revisions

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+Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed
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+On the fundamental theorem of asset pricing with an infinite state space
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+Generalized autoregressive conditional heteroscedasticity
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+On Esscher Transforms in Discrete Finance Models
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+PRICING PARTICIPATING POLICIES WITH RATE GUARANTEES
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+A general version of the fundamental theorem of asset pricing
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Nonlinear time series. Nonparametric and parametric methods
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+Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
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+Martingales and arbitrage in multiperiod securities markets
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+Martingales and stochastic integrals in the theory of continuous trading
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+A stochastic calculus model of continuous trading: Complete markets
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+A Class of Nonlinear Arch Models
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+Analytical derivates of the APARCH model
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+On pricing and reserving with-profits life insurance contracts
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+A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time
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+Fair valuation of participating policies with surrender options and regime switching
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+Q5715975
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+Q5445942
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+Threshold heteroskedastic models
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