The following pages link to (Q2785000):
Displaying 8 items.
- Mean square error for the Leland-Lott hedging strategy: convex pay-offs (Q650775) (← links)
- Optimal investment strategies with a reallocation constraint (Q992044) (← links)
- Minimizing the probability of lifetime ruin under borrowing constraints (Q997099) (← links)
- Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio (Q998283) (← links)
- Minimizing the lifetime shortfall or shortfall at death (Q1023107) (← links)
- Annuitization and asset allocation (Q1027412) (← links)
- Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities (Q2271661) (← links)
- Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility (Q4455898) (← links)
