Pages that link to "Item:Q3077724"

The following pages link to Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process (Q3077724):

Displaying 2 items.

• Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
• Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process (Q1681092) (← links)