PRICING OF UNEMPLOYMENT INSURANCE PRODUCTS WITH DOUBLY STOCHASTIC MARKOV CHAINS (Q2909509): Difference between revisions

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+The numeraire portfolio for unbounded semimartingale
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+A bidimensional approach to mortality risk
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+A martingale approach to premium calculation principles in an arbitrage free market
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+A general version of the fundamental theorem of asset pricing
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+The fundamental theorem of asset pricing for unbounded stochastic processes
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+Martingales and stochastic integrals in the theory of continuous trading
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+M6—On Minimal Market Models and Minimal Martingale Measures
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+A class of \(\mathbb F\)-doubly stochastic Markov chains
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+The numéraire portfolio in semimartingale financial models
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+Diversified portfolios with jumps in a benchmark framework
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+A benchmark approach to quantitative finance
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+Reinsurance in arbitrage-free markets
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