Pages that link to "Item:Q1293806"

The following pages link to From ruin theory to pricing reset guarantees and perpetual put options (Q1293806):

Displaying 19 items.

• On the expected discounted penalty function for risk process with tax (Q631560) (← links)
• On a generalization of the Gerber-Shiu function to path-dependent penalties (Q659187) (← links)
• Pricing maturity guarantee with dynamic withdrawal benefit (Q661240) (← links)
• Lookback options and dynamic fund protection under multiscale stochastic volatility (Q882460) (← links)
• Pricing dynamic fund protections with regime switching (Q896790) (← links)
• On the discounted penalty at ruin in a jump-diffusion and the perpetual put option (Q1265935) (← links)
• Valuation of segregated funds: shout options with maturity extensions. (Q1413278) (← links)
• A discussion on Buhlmann's criterion for asset valuation. (Q1413304) (← links)
• The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion. (Q1413337) (← links)
• Discounted probabilities and ruin theory in the compound binomial model (Q1584519) (← links)
• The moments of the time of ruin, the surplus before ruin, and the deficit at ruin (Q1584582) (← links)
• Analysis of a defective renewal equation arising in ruin theory (Q1962817) (← links)
• Pricing dynamic fund protection under a regime-switching jump-diffusion model with stochastic protection level (Q2244233) (← links)
• Estimation of the expected discounted penalty function for Lévy insurance risks (Q2261899) (← links)
• Pricing a chained dynamic fund protection under Vasicek interest rate model with stochastic barrier (Q2287376) (← links)
• Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus (Q2397856) (← links)
• A Risk Model Based on Markov Chains with Marked Transitions (Q2841135) (← links)
• Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model (Q2866297) (← links)
• The compound Poisson process perturbed by a diffusion with a threshold dividend strategy (Q3077455) (← links)