François Quittard-Pinon

Available identifiers

Publication	Date of Publication	Type
Development and Pricing of a New Participating Contract	2021-12-22	Paper
Pricing and hedging defaultable participating contracts with regime switching and jump risk	2020-07-08	Paper
Protection of a Company Issuing a Certain Class of Participating Policies in a Complete Market Framework	2011-08-23	Paper
Pricing derivatives with barriers in a stochastic interest rate environment	2010-01-19	Paper
The optimal capital structure of the firm with stable Lévy assets returns	2008-09-04	Paper
Market value of life insurance contracts under stochastic interest rates and default risk	2007-05-24	Paper
Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model	2007-04-26	Paper
https://portal.mardi4nfdi.de/entity/Q4717918	1996-12-01	Paper

This page was built for person: François Quittard-Pinon