Pages that link to "Item:Q4954243"

The following pages link to Local risk minimization and numéraire (Q4954243):

Displaying 9 items.

• On the implied market price of risk under the stochastic numéraire (Q1648909) (← links)
• Polynomial diffusion models for life insurance liabilities (Q2374102) (← links)
• Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802) (← links)
• Local risk-minimization under the benchmark approach (Q2452150) (← links)
• Fair pricing and hedging under small perturbations of the numéraire on a finite probability space (Q2681318) (← links)
• Minimal martingale measure on a finite probability space (Q2849242) (← links)
• LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS (Q3650927) (← links)
• Extended reduced-form framework for non-life insurance (Q5055334) (← links)
• Evaluating Hybrid Products: The Interplay Between Financial and Insurance Markets (Q5746529) (← links)