Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
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Publication:4455898
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- scientific article; zbMATH DE number 1865403
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Cited in
(47)- Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach
- scientific article; zbMATH DE number 1865403 (Why is no real title available?)
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- Robust reinsurance contracts with uncertainty about jump risk
- Pricing and hedging in incomplete markets with model uncertainty
- Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences
- Rational hedging and valuation of integrated risks under constant absolute risk aversion.
- Market Consistent Pricing of Insurance Products
- Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process
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