Pages that link to "Item:Q1182782"

The following pages link to Reinsurance in arbitrage-free markets (Q1182782):

Displaying 17 items.

• A martingale approach to premium calculation principles in an arbitrage free market (Q758074) (← links)
• A law of large numbers approach to valuation in life insurance (Q865608) (← links)
• Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
• Option hedging for semimartingales (Q1176550) (← links)
• Actuarial bridges to dynamic hedging and option pricing (Q1381457) (← links)
• Risk measures and insurance premium principles. (Q1413286) (← links)
• Rational hedging and valuation of integrated risks under constant absolute risk aversion. (Q1413332) (← links)
• Arbitrage-free premium calculation for extreme losses using the shot noise process and the Esscher transform (Q1888898) (← links)
• Ordering of risks under PH-transforms (Q2563879) (← links)
• PRICING OF UNEMPLOYMENT INSURANCE PRODUCTS WITH DOUBLY STOCHASTIC MARKOV CHAINS (Q2909509) (← links)
• Sensitivity Analysis of Catastrophe Bond Price Under the Hull–White Interest Rate Model (Q2960558) (← links)
• Pricing of Reinsurance Contracts in the Presence of Catastrophe Bonds (Q3569718) (← links)
• Present value of some insurance portfolios (Q4248558) (← links)
• A general class of distortion operators for pricing contingent claims with applications to CAT bonds (Q5228143) (← links)
• Evaluating Hybrid Products: The Interplay Between Financial and Insurance Markets (Q5746529) (← links)
• Pricing catastrophe insurance products based on actually reported claims (Q5942777) (← links)
• A no arbitrage approach to Thiele's differential equation (Q5942778) (← links)