The following pages link to Normalized Exponential Tilting (Q5019747):
Displaying 12 items.
- A method for determining risk aversion functions from uncertain market prices of risk (Q661212) (← links)
- A note on the connection between the Esscher-Girsanov transform and the Wang transform (Q661264) (← links)
- Weighted risk capital allocations (Q974815) (← links)
- Pricing and securitization of multi-country longevity risk with mortality dependence (Q2442512) (← links)
- Pricing extreme mortality risk in the wake of the COVID-19 pandemic (Q2681451) (← links)
- Weighted Pricing Functionals With Applications to Insurance (Q5029087) (← links)
- Discussion on “A General Semi-Markov Model for Coupled Lifetimes,” by Min Ji and Rui Zhou, Volume 23(1) (Q5140101) (← links)
- PRICING LONGEVITY-LINKED SECURITIES IN THE PRESENCE OF MORTALITY TREND CHANGES (Q5152544) (← links)
- Agricultural Insurance Ratemaking: Development of a New Premium Principle (Q5206140) (← links)
- A general class of distortion operators for pricing contingent claims with applications to CAT bonds (Q5228143) (← links)
- A General Semi-Markov Model for Coupled Lifetimes (Q5742902) (← links)
- Max-Linear Competing Factor Models (Q6623161) (← links)
