Pages that link to "Item:Q995500"
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The following pages link to Default risk, bankruptcy procedures and the market value of life insurance liabilities (Q995500):
Displayed 8 items.
- Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process (Q645698) (← links)
- On the regulator-insurer interaction in a structural model (Q732093) (← links)
- Loss analysis of a life insurance company applying discrete-time risk-minimizing hedging strategies (Q931193) (← links)
- Double-sided Parisian option pricing (Q964673) (← links)
- Knightian uncertainty and insurance regulation decision (Q1022427) (← links)
- A utility-based comparison of pension funds and life insurance companies under regulatory constraints (Q2276252) (← links)
- A CLOSED-FORM EXTENSION TO THE BLACK-COX MODEL (Q4909138) (← links)
- Parisian exchange options (Q5300445) (← links)