Pages that link to "Item:Q4940114"

The following pages link to A time‐continuous markov chain interest model with applications to insurance (Q4940114):

Displayed 16 items.

• A class of life insurance reserve model and risk analysis in a stochastic interest rate environment (Q351999) ‎ (← links)
• Jump diffusion transition intensities in life insurance and disability annuity (Q495519) ‎ (← links)
• Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428) ‎ (← links)
• Portfolio selection in stochastic markets with exponential utility functions (Q1026576) ‎ (← links)
• Portfolio selection in stochastic markets with HARA utility functions (Q1037679) ‎ (← links)
• Markov models and Thiele's integral equations for the prospective reserve (Q1381150) ‎ (← links)
• Differential equations for moments of present values in life insurance (Q1904998) ‎ (← links)
• On probability distributions of present values in life insurance (Q1921981) ‎ (← links)
• On life insurance reserves in a stochastic mortality and interest rates environment (Q1974029) ‎ (← links)
• Portfolio optimization in stochastic markets (Q2500788) ‎ (← links)
• A semi-Markov modulated interest rate model (Q2637384) ‎ (← links)
• On Bonus and Bonus Prognoses in Life Insurance (Q2759550) ‎ (← links)
• On a generalization of the expected discounted penalty function in a discrete-time insurance risk model (Q3552648) ‎ (← links)
• (Q4488927) ‎ (← links)
• A Note on Differentiability in a Markov Chain Market Using Stochastic Flows (Q4981997) ‎ (← links)
• A no arbitrage approach to Thiele's differential equation (Q5942778) ‎ (← links)