Pages that link to "Item:Q2015638"
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The following pages link to Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach (Q2015638):
Displayed 7 items.
- Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
- Optimal investment strategies for participating contracts (Q1681198) (← links)
- An analytical study of participating policies with minimum rate guarantee and surrender option (Q2120540) (← links)
- Valuation of guaranteed unitized participating life insurance under MEGB2 distribution (Q2296606) (← links)
- Valuation and risk assessment of participating life insurance in the presence of credit risk (Q2374130) (← links)
- Pricing participating policies under the Meixner process and stochastic volatility (Q4577195) (← links)
- Optimal divestment time in supply chain redesign under oligopoly: evidence from shale oil production plants (Q6069911) (← links)