Pages that link to "Item:Q882858"
From MaRDI portal
The following pages link to Pricing equity-linked pure endowments with risky assets that follow Lévy processes (Q882858):
Displaying 12 items.
- Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market (Q764421) (← links)
- Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
- Valuation of endowment-insurance equity-linked contracts for stocks with exotic dynamics (Q904606) (← links)
- The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk (Q1627633) (← links)
- Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process (Q1681092) (← links)
- Equity-linked life insurance based on traditional products: the case of select products (Q1689023) (← links)
- Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
- Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (Q2273979) (← 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)
- Valuation of Equity-Linked Life Insurance Contracts Using a Model with Interacting Assets (Q3182407) (← links)
- Principle of equivalent utility and universal variable life insurance pricing (Q3440855) (← links)
