Pages that link to "Item:Q4673847"

The following pages link to PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE (Q4673847):

Displaying 17 items.

• Pricing catastrophe swaps: a contingent claims approach (Q654831) (← links)
• Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates (Q939322) (← links)
• Indifference prices of structured catastrophe (CAT) bonds (Q998295) (← links)
• Pricing and simulating catastrophe risk bonds in a Markov-dependent environment (Q1738100) (← links)
• Indifference pricing of insurance-linked securities in a multi-period model (Q2029066) (← links)
• Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (Q2273979) (← links)
• Catastrophe risk bonds with applications to earthquakes (Q2356239) (← links)
• Dynamic exponential utility indifference valuation (Q2572403) (← links)
• INDIFFERENCE VALUATION OF MORTGAGE-BACKED SECURITIES IN THE PRESENCE OF PREPAYMENT RISK (Q3576958) (← links)
• Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds (Q3632835) (← links)
• Modelling and pricing of catastrophe risk bonds with a temperature-based agricultural application (Q4554260) (← links)
• GUARANTEE VALUATION IN NOTIONAL DEFINED CONTRIBUTION PENSION SYSTEMS (Q4563781) (← links)
• INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT (Q4906540) (← links)
• Bond indifference prices (Q5014252) (← links)
• Data Breach CAT Bonds: Modeling and Pricing (Q5027907) (← links)
• AN APPROXIMATE APPROACH TO THE EXPONENTIAL UTILITY INDIFFERENCE VALUATION (Q5297234) (← links)
• OPTIMAL CONTINUOUS‐TIME HEDGING WITH LEPTOKURTIC RETURNS (Q5422628) (← links)