The following pages link to (Q3158097):
Displayed 9 items.
- Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates (Q939322) (← links)
- Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338) (← links)
- Dynamic hedging of synthetic CDO tranches with spread risk and default contagion (Q964581) (← links)
- Boundary-crossing identities for diffusions having the time-inversion property (Q966509) (← links)
- Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging (Q997416) (← links)
- BSDEs with random default time and related zero-sum stochastic differential games (Q2269672) (← links)
- Systematic equity-based credit risk: A CEV model with jump to default (Q2271610) (← links)
- Pricing and trading credit default swaps in a hazard process model (Q2378639) (← links)
- Principle of equivalent utility and universal variable life insurance pricing (Q3440855) (← links)