Pages that link to "Item:Q1423334"
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The following pages link to Pricing equity-linked pure endowments via the principle of equivalent utility. (Q1423334):
Displayed 13 items.
- Optimal surrender strategies for equity-indexed annuity investors with partial information (Q449377) (← links)
- Pricing equity-linked pure endowments with risky assets that follow Lévy processes (Q882858) (← links)
- Evaluation of insurance products with guarantee in incomplete markets (Q939370) (← links)
- Optimal surrender strategies for equity-indexed annuity investors (Q1003810) (← links)
- Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process (Q1681092) (← links)
- Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient (Q1731595) (← links)
- Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (Q2273979) (← links)
- Optimal dividend problem with a nonlinear regular-singular stochastic control (Q2443223) (← links)
- Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle (Q2979011) (← links)
- A Markov Process Modeling and Analysis of Indifference Pricing of Insurance Contracts for Home Reversion Plan for a Pair of Insureds (Q3094225) (← links)
- Optimal dividend and reinsurance in the presence of two reinsurers (Q3188587) (← links)
- Pricing Weather Derivatives Using the Indifference Pricing Approach (Q5029070) (← links)
- Optimal Design of a Perpetual Equity-Indexed Annuity (Q5716008) (← links)