Pages that link to "Item:Q939322"

The following pages link to Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates (Q939322):

Displaying 10 items.

• Correlated intensity, counter party risks, and dependent mortalities (Q661258) (← links)
• Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process (Q1681092) (← links)
• Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities (Q2271661) (← links)
• Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (Q2273979) (← links)
• A model-point approach to indifference pricing of life insurance portfolios with dependent lives (Q2282726) (← links)
• An operator splitting harmonic differential quadrature approach to solve Young's model for life insurance risk (Q2445357) (← links)
• A hybrid method to evaluate pure endowment policies: Crédit Agricole and ERGO index linked policies (Q2513448) (← links)
• Risk aggregation and stochastic claims reserving in disability insurance (Q2514610) (← links)
• A Markov Process Modeling and Analysis of Indifference Pricing of Insurance Contracts for Home Reversion Plan for a Pair of Insureds (Q3094225) (← links)
• INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT (Q4906540) (← links)