Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk (Q1934414): Difference between revisions

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+Pricing of Unit-linked Life Insurance Policies
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+Normal rank
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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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+Normal rank
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+Financial Modelling with Jump Processes
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+Normal rank
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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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+Option pricing and Esscher transform under regime switching
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+Q3815091
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+Normal rank
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+The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
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+Mortality modelling with Lévy processes
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+Normal rank
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+Valuation of contingent claims with mortality and interest rate risks
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+Martingale and Duality Methods for Utility Maximization in an Incomplete Market
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+Option pricing when underlying stock returns are discontinuous
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+Minimal entropy martingale measures of jump type price processes in incomplete assets markets
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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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+Valuation of equity-indexed annuity under stochastic mortality and interest rate
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+Affine stochastic mortality
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+Normal rank
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+Option hedging for semimartingales
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+Normal rank
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+Pricing currency options under two-factor Markov-modulated stochastic volatility models
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