Pages that link to "Item:Q4661661"
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The following pages link to A Universal Framework for Pricing Financial and Insurance Risks (Q4661661):
Displaying 16 items.
- Market pricing of longevity-linked securities (Q5003359) (← links)
- Interval Estimation of Actuarial Risk Measures (Q5018749) (← links)
- Asymptotic analysis of tail distortion risk measure under the framework of multivariate regular variation (Q5077233) (← links)
- Second-order asymptotics of tail distortion risk measure for portfolio loss in the multivariate regularly varying model (Q5087951) (← links)
- A GENERALISED PROPERTY EXPOSURE RATING FRAMEWORK THAT INCORPORATES SCALE-INDEPENDENT LOSSES AND MAXIMUM POSSIBLE LOSS UNCERTAINTY (Q5119567) (← links)
- PRICING LONGEVITY-LINKED SECURITIES IN THE PRESENCE OF MORTALITY TREND CHANGES (Q5152544) (← links)
- First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks (Q5249207) (← links)
- CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION (Q5379415) (← links)
- THE PRICING OF MORTALITY-LINKED CONTINGENT CLAIMS: AN EQUILIBRIUM APPROACH (Q5398346) (← links)
- Association and heterogeneity of insured lifetimes in the Lee–Carter framework (Q5430566) (← links)
- Pragmatic insurance option pricing (Q5430570) (← links)
- Capital Allocation Survey with Commentary (Q5715968) (← links)
- DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY (Q5745193) (← links)
- Heterogeneity of probability weighting in investment decisions (Q6093706) (← links)
- Pricing and hedging of longevity basis risk through securitisation (Q6494327) (← links)
- Epidemic Financing Facilities: Pandemic Bonds and Endemic Swaps (Q6640256) (← links)
