Pages that link to "Item:Q5938026"
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The following pages link to From actuarial to financial valuation principles (Q5938026):
Displayed 14 items.
- Pricing options in incomplete equity markets via the instantaneous Sharpe ratio (Q665826) (← links)
- Valuation and hedging of life insurance liabilities with systematic mortality risk (Q849589) (← links)
- The mean-variance investment problem in a constrained financial market (Q859607) (← links)
- Hedging with a correlated asset: Solution of a nonlinear pricing PDE (Q859866) (← links)
- A law of large numbers approach to valuation in life insurance (Q865608) (← links)
- On transformations of actuarial valuation principles. (Q1413264) (← links)
- Rational hedging and valuation of integrated risks under constant absolute risk aversion. (Q1413332) (← links)
- Pricing contingent claims in incomplete markets when the holder can choose among different payoffs. (Q1413354) (← links)
- Indifference pricing of insurance contracts in a product space model: Applications (Q1413398) (← links)
- Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities (Q2271661) (← links)
- Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process (Q3077724) (← links)
- Protection of a Company Issuing a Certain Class of Participating Policies in a Complete Market Framework (Q3088970) (← links)
- Martingale Valuation of Cash Flows for Insurance and Interest Models (Q5715974) (← links)
- Optimal Design of a Perpetual Equity-Indexed Annuity (Q5716008) (← links)