Pages that link to "Item:Q1742698"
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The following pages link to Pricing insurance drawdown-type contracts with underlying Lévy assets (Q1742698):
Displaying 8 items.
- Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process (Q784432) (← links)
- Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions (Q1987324) (← links)
- Parisian excursion below a fixed level from the last record maximum of Lévy insurance risk process (Q2001232) (← links)
- Stochastic modeling and fair valuation of drawdown insurance (Q2015656) (← links)
- On the analysis of deep drawdowns for the Lévy insurance risk model (Q2234758) (← links)
- Analysis of a drawdown-based regime-switching Lévy insurance model (Q2260949) (← links)
- The Parisian and ultimate drawdowns of Lévy insurance models (Q2682983) (← links)
- DRAWDOWN MEASURES AND RETURN MOMENTS (Q4555853) (← links)