Pages that link to "Item:Q950092"
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The following pages link to Optimal approximations for risk measures of sums of lognormals based on conditional expectations (Q950092):
Displaying 31 items.
- A note on Stein's lemma for multivariate elliptical distributions (Q394113) (← links)
- Bounds for some general sums of random variables (Q631537) (← links)
- Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior (Q730548) (← links)
- Analytic bounds and approximations for annuities and Asian options (Q931209) (← links)
- Bounds for Asian basket options (Q932705) (← links)
- Prices and sensitivities of Asian options: A survey (Q939350) (← links)
- Quantifying the error of convex order bounds for truncated first moments (Q939362) (← links)
- Moment matching approximation of Asian basket option prices (Q970389) (← links)
- Some results on the CTE-based capital allocation rule (Q998305) (← links)
- Bounds and approximations for sums of dependent log-elliptical random variables (Q1023100) (← links)
- An approximation method for risk aggregations and capital allocation rules based on additive risk factor models (Q1742712) (← links)
- A provisioning problem with stochastic payments (Q1926876) (← links)
- An application of comonotonicity theory in a stochastic life annuity framework (Q2276231) (← links)
- On log-normal convolutions: an analytical-numerical method with applications to economic capital determination (Q2292186) (← links)
- Annuity contract valuation under dependent risks (Q2300949) (← links)
- Market value margin calculations under the cost of capital approach within a Bayesian chain ladder framework (Q2446003) (← links)
- Calculation of Bayes premium for conditional elliptical risks (Q2447418) (← links)
- A comonotonicity-based valuation method for guaranteed annuity options (Q2448346) (← links)
- Pricing of Ratchet equity-indexed annuities under stochastic interest rates (Q2463567) (← links)
- Default probabilities of a holding company, with complete and partial information (Q2517514) (← links)
- Convex bound approximations for sums of random variables under multivariate log-generalized hyperbolic distribution and asymptotic equivalences (Q2656111) (← links)
- Bounds for sums of random variables when the marginal distributions and the variance of the sum are given (Q2868599) (← links)
- Arithmetic Asian Options under Stochastic Delay Models (Q2889598) (← links)
- OPTIMALITY OF PAYOFFS IN LÉVY MODELS (Q2929383) (← links)
- A Note on the Suboptimality of Path-Dependent Pay-Offs in Lévy Markets (Q3652700) (← links)
- On the Method of Optimal Portfolio Choice by Cost-Efficiency (Q4682703) (← links)
- Construction and Hedging of Optimal Payoffs in Lévy Models (Q4976508) (← links)
- Impact of Flexible Periodic Premiums on Variable Annuity Guarantees (Q5379207) (← links)
- USING MODEL-INDEPENDENT LOWER BOUNDS TO IMPROVE PRICING OF ASIAN STYLE OPTIONS IN LÉVY MARKETS (Q5419642) (← links)
- DOLLAR COST AVERAGING RETURNS ESTIMATION (Q5889364) (← links)
- Tail behavior of sums and differences of log-normal random variables (Q5963508) (← links)
