Pages that link to "Item:Q2273979"

The following pages link to Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (Q2273979):

Displaying 5 items.

• Stochastic utilities with subsistence and satiation: optimal life insurance purchase, consumption and investment (Q2010908) (← links)
• Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes (Q2022765) (← links)
• Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion (Q6054362) (← links)
• Predictable forward performance processes: Infrequent evaluation and applications to human‐machine interactions (Q6146692) (← links)
• Optimal investment in defined contribution pension schemes with forward utility preferences (Q6152716) (← links)