Pages that link to "Item:Q995500"
From MaRDI portal
The following pages link to Default risk, bankruptcy procedures and the market value of life insurance liabilities (Q995500):
Displayed 14 items.
- Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process (Q645698) (← links)
- On the regulator-insurer interaction in a structural model (Q732093) (← links)
- Loss analysis of a life insurance company applying discrete-time risk-minimizing hedging strategies (Q931193) (← links)
- Double-sided Parisian option pricing (Q964673) (← links)
- Knightian uncertainty and insurance regulation decision (Q1022427) (← links)
- Early default risk and surrender risk: impacts on participating life insurance policies (Q1697211) (← links)
- Pricing American-style Parisian down-and-out call options (Q1735448) (← links)
- A utility-based comparison of pension funds and life insurance companies under regulatory constraints (Q2276252) (← links)
- OPTIMAL ASSET ALLOCATION IN LIFE INSURANCE: THE IMPACT OF REGULATION (Q4563780) (← links)
- A CLOSED-FORM EXTENSION TO THE BLACK-COX MODEL (Q4909138) (← links)
- The Bankruptcy Cost of the Life Insurance Industry Under Regulatory Forbearance (Q5168708) (← links)
- Fair Valuation of Equity-Linked Policies under Insurer Default Risk (Q5168713) (← links)
- Parisian exchange options (Q5300445) (← links)
- Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty (Q5379141) (← links)