François Quittard-Pinon

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Development and pricing of a new participating contract North American Actuarial Journal	2021-12-22	Paper
Pricing and hedging defaultable participating contracts with regime switching and jump risk Decisions in Economics and Finance	2020-07-08	Paper
Protection of a company issuing a certain class of participating policies in a complete market framework North American Actuarial Journal	2011-08-23	Paper
Pricing derivatives with barriers in a stochastic interest rate environment Journal of Economic Dynamics and Control	2010-01-19	Paper
The optimal capital structure of the firm with stable Lévy assets returns Decisions in Economics and Finance	2008-09-04	Paper
Market value of life insurance contracts under stochastic interest rates and default risk Insurance Mathematics & Economics	2007-05-24	Paper
Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model Asia-Pacific Financial Markets	2007-04-26	Paper
scientific article; zbMATH DE number 952998 (Why is no real title available?)	1996-12-01	Paper

Research outcomes over time

This page was built for person: François Quittard-Pinon