Pages that link to "Item:Q1689030"
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The following pages link to Utility indifference pricing of insurance catastrophe derivatives (Q1689030):
Displaying 15 items.
- Indifference prices of structured catastrophe (CAT) bonds (Q998295) (← links)
- Wanting robustness in insurance: a model of catastrophe risk pricing and its empirical test (Q1681081) (← links)
- A comparative study of pricing approaches for longevity instruments (Q1799642) (← links)
- A rational approach to pricing of catastrophe insurance (Q1918909) (← links)
- Indifference pricing of insurance-linked securities in a multi-period model (Q2029066) (← links)
- Utility indifference pricing of insurance contracts for home reversion plan under stochastic interest rate (Q2836969) (← links)
- Valuing clustering in catastrophe derivatives (Q2879024) (← links)
- A quadratic hedging approach to comparison of catastrophe indices (Q2909516) (← links)
- CATASTROPHE INSURANCE DERIVATIVES PRICING USING A COX PROCESS WITH JUMP DIFFUSION CIR INTENSITY (Q4555851) (← links)
- Indifference pricing of pure endowments via BSDEs under partial information (Q5140641) (← links)
- Truncated linear zero utility pricing and actuarial protection models (Q5422785) (← links)
- Approximation methods for piecewise deterministic Markov processes and their costs (Q5743540) (← links)
- Pricing catastrophe insurance products based on actually reported claims (Q5942777) (← links)
- Utility indifference pricing of derivatives written on industrial loss indices (Q5964595) (← links)
- Comparing utility derivative premia under additive and multiplicative risks (Q6116752) (← links)