The following pages link to (Q5715915):
Displayed 6 items.
- Is the home equity conversion mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher transform (Q659238) (← links)
- Option pricing and Esscher transform under regime switching (Q665552) (← links)
- On option pricing under a completely random measure via a generalized Esscher transform (Q938038) (← links)
- Distortion risk measures, ROC curves, and distortion divergence (Q1688727) (← links)
- Tail distortion risk and its asymptotic analysis (Q2444711) (← links)
- Determination of risk pricing measures from market prices of risk (Q2518550) (← links)