Pages that link to "Item:Q4455898"
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The following pages link to Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility (Q4455898):
Displaying 35 items.
- Assessing and hedging the cost of unseasonal weather: case of the apparel sector (Q319333) (← links)
- Pricing equity-indexed annuities under stochastic interest rates using copulas (Q609713) (← links)
- Correlated intensity, counter party risks, and dependent mortalities (Q661258) (← links)
- On the robustness of longevity risk pricing (Q661262) (← links)
- Pricing equity-linked pure endowments with risky assets that follow Lévy processes (Q882858) (← links)
- Time-consistent actuarial valuations (Q903338) (← links)
- Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates (Q939322) (← links)
- Mortality modelling with Lévy processes (Q939382) (← links)
- Minimal Hellinger martingale measures of order \(q\) (Q1003340) (← links)
- Optimal surrender strategies for equity-indexed annuity investors (Q1003810) (← links)
- Rational hedging and valuation of integrated risks under constant absolute risk aversion. (Q1413332) (← links)
- Pricing equity-linked pure endowments via the principle of equivalent utility. (Q1423334) (← links)
- Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process (Q1681092) (← links)
- Robust reinsurance contracts with uncertainty about jump risk (Q1754197) (← links)
- Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (Q2273979) (← links)
- Quantile hedging for equity-linked contracts (Q2276232) (← links)
- Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)
- Optimal dividend problem with a nonlinear regular-singular stochastic control (Q2443223) (← links)
- Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases (Q2480244) (← links)
- Optimal insurance in a continuous-time model (Q2507608) (← links)
- Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle (Q2979011) (← links)
- Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process (Q3077724) (← links)
- A Markov Process Modeling and Analysis of Indifference Pricing of Insurance Contracts for Home Reversion Plan for a Pair of Insureds (Q3094225) (← links)
- Optimal dividend and reinsurance in the presence of two reinsurers (Q3188587) (← links)
- Principle of equivalent utility and universal variable life insurance pricing (Q3440855) (← links)
- Robust reinsurance contracts in continuous time (Q4583597) (← links)
- PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE (Q4673847) (← links)
- INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT (Q4906540) (← links)
- Bond indifference prices (Q5014252) (← links)
- Pricing Weather Derivatives Using the Indifference Pricing Approach (Q5029070) (← links)
- Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model (Q5117677) (← links)
- Indifference Pricing of a GLWB Option in Variable Annuities (Q5379221) (← links)
- TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)
- Risk-Based Capital Factor Determination With Jump Risk (Q5715967) (← links)
- Optimal Design of a Perpetual Equity-Indexed Annuity (Q5716008) (← links)
