Pages that link to "Item:Q956467"
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The following pages link to Dynamic asset pricing theory with uncertain time-horizon (Q956467):
Displayed 9 items.
- Portfolio selection with uncertain exit time: a robust CVaR approach (Q844601) (← links)
- Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates (Q939322) (← links)
- Optimal investment decisions when time-horizon is uncertain (Q952683) (← links)
- Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio (Q998283) (← links)
- Minimal Hellinger martingale measures of order \(q\) (Q1003340) (← links)
- Discrete analysis of portfolio selection with optimal stopping time (Q1040037) (← links)
- Systematic equity-based credit risk: A CEV model with jump to default (Q2271610) (← links)
- Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities (Q2271661) (← links)
- INDIFFERENCE VALUATION OF MORTGAGE-BACKED SECURITIES IN THE PRESENCE OF PREPAYMENT RISK (Q3576958) (← links)