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):
Displaying 50 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)
- Price bounds of mortality-linked security in incomplete insurance market (Q743137) (← links)
- On quantile based co-risk measures and their estimation (Q830310) (← links)
- Analytical approximation for distorted expectations (Q900958) (← links)
- Time-consistent actuarial valuations (Q903338) (← 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)
- A mixture of generalized Tukey's \(g\) distributions (Q1658023) (← links)
- Pension risk management with funding and buyout options (Q1697235) (← links)
- Valuation of longevity-linked life annuities (Q1697238) (← links)
- Heterogeneous expectations and speculative behavior in insurance-linked securities (Q1723394) (← links)
- On some claims related to Choquet integral risk measures (Q1761861) (← links)
- A comparative study of pricing approaches for longevity instruments (Q1799642) (← links)
- Implied liquidity risk premia in option markets (Q2000692) (← links)
- Law-invariant functionals that collapse to the mean (Q2034153) (← links)
- Estimation of the bid-ask prices for the European discrete geometric average and arithmetic average Asian options (Q2045356) (← links)
- Pricing American options by a Fourier transform multinomial tree in a conic market (Q2088436) (← links)
- Tail distortion risk measure for portfolio with multivariate regularly variation (Q2141740) (← links)
- Law-invariant functionals that collapse to the mean: beyond convexity (Q2155557) (← links)
- Similar risks have similar prices: a useful and exact quantification (Q2155850) (← links)
- Pricing participating longevity-linked life annuities: a Bayesian model ensemble approach (Q2157215) (← links)
- Regime-switching shot-noise processes and longevity bond pricing (Q2257575) (← links)
- Calibrating affine stochastic mortality models using term assurance premiums (Q2276259) (← links)
- Estimation of ask and bid prices for geometric Asian options (Q2296530) (← links)
- Option pricing by probability distortion operator based on the quantile function (Q2298583) (← links)
- A short memory version of the Vasicek model and evaluating European options on zero-coupon bonds (Q2309261) (← links)
- The fundamental theorem of mutual insurance (Q2364020) (← links)
- Pricing and securitization of multi-country longevity risk with mortality dependence (Q2442512) (← links)
- Pricing longevity derivatives via Fourier transforms (Q2656990) (← links)
- Model-independent price bounds for catastrophic mortality bonds (Q2657008) (← 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)
- Distortion Risk Measures Under Skew Normal Settings (Q4558829) (← links)
- ON HETEROGENEITY IN THE INDIVIDUAL MODEL WITH BOTH DEPENDENT CLAIM OCCURRENCES AND SEVERITIES (Q4562956) (← links)
- Regime-switching pure jump processes and applications in the valuation of mortality-linked products (Q4634823) (← links)
- Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing (Q4987112) (← links)
