Pages that link to "Item:Q939383"
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The following pages link to Fair valuation of insurance contracts under Lévy process specifications (Q939383):
Displaying 7 items.
- Valuing the profit share in participating pure-endowment policies with return of premiums (Q487583) (← links)
- Cliquet-style return guarantees in a regime switching Lévy model (Q506080) (← links)
- Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
- Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of \(\mathrm{CO}_2\) and fuel-switching (Q1699079) (← links)
- Cliquet option pricing in a jump-diffusion Lévy model (Q2414852) (← links)
- On the estimation of regime-switching Lévy models (Q2691688) (← links)
- Analyzing the interest rate risk of equity-indexed annuities via scenario matrices (Q6152703) (← links)
