Pages that link to "Item:Q5718304"
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The following pages link to Pricing Perpetual Options for Jump Processes (Q5718304):
Displaying 14 items.
- On a generalization of the expected discounted penalty function to include deficits at and beyond ruin (Q487623) (← links)
- On a generalization of the Gerber-Shiu function to path-dependent penalties (Q659187) (← links)
- Pricing maturity guarantee with dynamic withdrawal benefit (Q661240) (← links)
- Pricing dynamic fund protections with regime switching (Q896790) (← links)
- On the expected discounted penalty function for a perturbed risk process driven by a subordinator (Q995506) (← links)
- Optimal payout policy in presence of downside risk (Q1014300) (← links)
- On the discounted penalty at ruin in a jump-diffusion and the perpetual put option (Q1265935) (← links)
- From ruin theory to pricing reset guarantees and perpetual put options (Q1293806) (← links)
- Discounted probabilities and ruin theory in the compound binomial model (Q1584519) (← links)
- On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts. (Q1766027) (← links)
- On fair reinsurance premiums; capital injections in a perturbed risk model (Q1799626) (← links)
- When is it no longer possible to estimate a compound Poisson process? (Q2444222) (← links)
- On the expectation of total discounted operating costs up to default and its applications (Q5320662) (← links)
- Nonexponential asymptotics for the solutions of renewal equations, with applications (Q5754690) (← links)
