Pages that link to "Item:Q2015656"

The following pages link to Stochastic modeling and fair valuation of drawdown insurance (Q2015656):

Displaying 17 items.

• Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process (Q784432) (← links)
• Drawdown: from practice to theory and back again (Q1679554) (← links)
• Pricing insurance drawdown-type contracts with underlying Lévy assets (Q1742698) (← links)
• Expected utility of the drawdown-based regime-switching risk model with state-dependent termination (Q1742717) (← links)
• Poissonian potential measures for Lévy risk models (Q1799648) (← links)
• Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions (Q1987324) (← links)
• Parisian excursion below a fixed level from the last record maximum of Lévy insurance risk process (Q2001232) (← links)
• Pricing American drawdown options under Markov models (Q2030371) (← links)
• Analysis of a drawdown-based regime-switching Lévy insurance model (Q2260949) (← links)
• Drawdown and drawup for fractional Brownian motion with trend (Q2312786) (← links)
• On future drawdowns of Lévy processes (Q2360246) (← links)
• The Parisian and ultimate drawdowns of Lévy insurance models (Q2682983) (← links)
• Drawdown analysis for the renewal insurance risk process (Q4575464) (← links)
• A unified approach for drawdown (drawup) of time-homogeneous Markov processes (Q4684875) (← links)
• Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance (Q5087005) (← links)
• Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions (Q5246178) (← links)
• A general method for analysis and valuation of drawdown risk (Q6111436) (← links)