Pages that link to "Item:Q4661661"
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The following pages link to A Universal Framework for Pricing Financial and Insurance Risks (Q4661661):
Displayed 26 items.
- Pricing of CDOs based on the multivariate Wang transform (Q609828) (← links)
- Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework (Q659116) (← links)
- On the pricing of longevity-linked securities (Q659196) (← links)
- Longevity bond premiums: the extreme value approach and risk cubic pricing (Q659198) (← links)
- Securitization, structuring and pricing of longevity risk (Q659203) (← links)
- Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235) (← links)
- Pricing longevity risk with the parametric bootstrap: a maximum entropy approach (Q661233) (← links)
- On the robustness of longevity risk pricing (Q661262) (← links)
- An extension of the Wang transform derived from Bühlmann's economic premium principle for insurance risk (Q931166) (← links)
- Securitization of catastrophe mortality risks (Q998277) (← links)
- On some claims related to Choquet integral risk measures (Q1761861) (← links)
- Calibrating affine stochastic mortality models using term assurance premiums (Q2276259) (← links)
- Pricing and securitization of multi-country longevity risk with mortality dependence (Q2442512) (← links)
- A COMPARISON OF PRICING KERNELS FOR GARCH OPTION PRICING WITH GENERALIZED HYPERBOLIC DISTRIBUTIONS (Q3094327) (← links)
- On the Applicability of the Wang Transform for Pricing Financial Risks (Q3395769) (← links)
- Heterogeneity and the need for capital in the individual model (Q3440845) (← links)
- Extension of the Capital Asset Pricing Model to Non-normal Dependence Structures (Q3632826) (← links)
- Tail Variance Premium with Applications for Elliptical Portfolio of Risks (Q3632844) (← links)
- Dynamic Portfolio Selection in a Dual Expected Utility Theory Framework (Q3632847) (← links)
- Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (Q3632862) (← links)
- A Multivariate Extension of Equilibrium Pricing Transforms: The Multivariate Esscher and Wang Transforms for Pricing Financial and Insurance Risks (Q3632871) (← links)
- Quasi-Likelihood Estimation of Benchmark Rates for Excess of Loss Reinsurance Programs (Q3653503) (← links)
- THE PRICING OF MORTALITY-LINKED CONTINGENT CLAIMS: AN EQUILIBRIUM APPROACH (Q5398346) (← links)
- Association and heterogeneity of insured lifetimes in the Lee–Carter framework (Q5430566) (← links)
- Pragmatic insurance option pricing (Q5430570) (← links)
- Capital Allocation Survey with Commentary (Q5715968) (← links)