Pages that link to "Item:Q758074"

The following pages link to A martingale approach to premium calculation principles in an arbitrage free market (Q758074):

Displaying 29 items.

• Convex ordering criteria for Lévy processes (Q477990) (← links)
• A law of large numbers approach to valuation in life insurance (Q865608) (← links)
• Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
• Reinsurance in arbitrage-free markets (Q1182782) (← links)
• A dynamic reinsurance theory (Q1199962) (← links)
• Stochastic time changes in catastrophe option pricing (Q1381450) (← links)
• An economic premium principle in a multiperiod economy. (Q1413269) (← links)
• Rational hedging and valuation of integrated risks under constant absolute risk aversion. (Q1413332) (← links)
• Some characterizations of mixed renewal processes (Q2076558) (← links)
• Applications of a change of measures technique for compound mixed renewal processes to the ruin problem (Q2122922) (← links)
• A characterization of martingale-equivalent mixed compound Poisson processes (Q2240832) (← links)
• Valuation of contingent convertible catastrophe bonds -- the case for equity conversion (Q2273992) (← links)
• A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles (Q2309772) (← links)
• Ordering of risks under PH-transforms (Q2563879) (← links)
• Simulation of ruin probabilities (Q2638707) (← links)
• PRICING OF UNEMPLOYMENT INSURANCE PRODUCTS WITH DOUBLY STOCHASTIC MARKOV CHAINS (Q2909509) (← links)
• LOWER AND UPPER BOUNDS OF MARTINGALE MEASURE DENSITIES IN CONTINUOUS TIME MARKETS (Q3008487) (← links)
• Pricing of Reinsurance Contracts in the Presence of Catastrophe Bonds (Q3569718) (← links)
• Present value of some insurance portfolios (Q4248558) (← links)
• PERSONAL NON-LIFE INSURANCE DECISIONS AND THE WELFARE LOSS FROM FLAT DEDUCTIBLES (Q4629472) (← links)
• Market Price of Insurance Risk Implied by Catastrophe Derivatives (Q5022541) (← links)
• A general class of distortion operators for pricing contingent claims with applications to CAT bonds (Q5228143) (← links)
• CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION (Q5379415) (← links)
• Pragmatic insurance option pricing (Q5430570) (← links)
• A Note on the Myers and Read Capital Allocation Formula (Q5715960) (← links)
• Evaluating Hybrid Products: The Interplay Between Financial and Insurance Markets (Q5746529) (← links)
• (Q5881789) (← links)
• A no arbitrage approach to Thiele's differential equation (Q5942778) (← links)
• Pricing of insurance-linked securities: a multi-peril approach (Q6617850) (← links)