Pages that link to "Item:Q3395769"

The following pages link to On the Applicability of the Wang Transform for Pricing Financial Risks (Q3395769):

Displaying 13 items.

• A recursive approach to mortality-linked derivative pricing (Q634010) (← links)
• On the pricing of longevity-linked securities (Q659196) (← links)
• On the robustness of longevity risk pricing (Q661262) (← links)
• A note on the connection between the Esscher-Girsanov transform and the Wang transform (Q661264) (← links)
• A comparative study of pricing approaches for longevity instruments (Q1799642) (← links)
• The minimal entropy martingale measure in a market of traded financial and actuarial risks (Q2255722) (← links)
• Option pricing by probability distortion operator based on the quantile function (Q2298583) (← links)
• Catastrophe risk bonds with applications to earthquakes (Q2356239) (← links)
• The fundamental theorem of mutual insurance (Q2364020) (← links)
• Model-independent price bounds for catastrophic mortality bonds (Q2657008) (← links)
• Modelling and pricing of catastrophe risk bonds with a temperature-based agricultural application (Q4554260) (← links)
• Market pricing of longevity-linked securities (Q5003359) (← links)
• A general class of distortion operators for pricing contingent claims with applications to CAT bonds (Q5228143) (← links)