Mortality modelling with Lévy processes (Q939382): Difference between revisions

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+Lévy Processes and Stochastic Calculus
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+Normal rank
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+Integrated OU Processes and Non‐Gaussian OU‐based Stochastic Volatility Models
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+Affine processes for dynamic mortality and actuarial valuations
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+Stochastic mortality under measure changes
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+Point processes and queues. Martingale dynamics
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+Jumps in intensity models: investigating the performance of Ornstein-Uhlenbeck processes in credit risk modeling
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+Financial Modelling with Jump Processes
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+Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
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+Valuation and hedging of life insurance liabilities with systematic mortality risk
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+Q4794153
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+Term Structure Models Driven by General Levy Processes
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+Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type
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+Uncertainty in mortality projections: an actuarial perspective
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+Stochastic Mortality: The Impact on Target Capital
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+Q4937701
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+Affine stochastic mortality
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+Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
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