Stochastic mortality under measure changes (Q3103210): Difference between revisions

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+DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS
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+Normal rank
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+Hazard rate for credit risk and hedging defaultable contingent claims
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+Changes of filtrations and of probability measures
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+Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
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+On the structure of general mean-variance hedging strategies
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+Q4794153
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+Recursive valuation of defaultable securities and the timing of resolution of uncertainty
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+DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS
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+The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
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+Mean-Variance Hedging When There Are Jumps
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+Q4435813
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+Theory of statistics
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+Nonlinear filtering with counting observations
@@ Property / cites work: Nonlinear filtering with counting observations / rank @@
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+Filtering and detection for doubly stochastic Poisson processes
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+A no arbitrage approach to Thiele's differential equation
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+Q4255599
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