Pages that link to "Item:Q998283"
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The following pages link to Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio (Q998283):
Displaying 16 items.
- Hedging pure endowments with mortality derivatives (Q344001) (← links)
- Computing survival probabilities based on stochastic differential models (Q464647) (← links)
- The uncertain mortality intensity framework: pricing and hedging unit-linked life insurance contracts (Q654825) (← links)
- On the robustness of longevity risk pricing (Q661262) (← links)
- Price bounds of mortality-linked security in incomplete insurance market (Q743137) (← links)
- Insurance pricing using \(H_{\infty}\)-control (Q1646165) (← links)
- Modeling and pricing longevity derivatives using Skellam distribution (Q2038258) (← links)
- Indifference pricing under SAHARA utility (Q2223856) (← links)
- An operator splitting harmonic differential quadrature approach to solve Young's model for life insurance risk (Q2445357) (← links)
- Model-independent price bounds for catastrophic mortality bonds (Q2657008) (← links)
- From insurance risk to credit portfolio management: a new approach to pricing CDOs (Q4554223) (← links)
- Regime-switching pure jump processes and applications in the valuation of mortality-linked products (Q4634823) (← links)
- Instantaneous Mean-Variance Hedging and Sharpe Ratio Pricing in a Regime-Switching Financial Model (Q4981886) (← links)
- Relative Hedging of Systematic Mortality Risk (Q5029058) (← links)
- Valuation of contingent claims with stochastic interest rate and mortality driven by Lévy processes (Q5077430) (← links)
- Indifference Pricing of a GLWB Option in Variable Annuities (Q5379221) (← links)
