Pages that link to "Item:Q2029066"
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The following pages link to Indifference pricing of insurance-linked securities in a multi-period model (Q2029066):
Displaying 11 items.
- Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility (Q659168) (← links)
- Heterogeneous expectations and speculative behavior in insurance-linked securities (Q1723394) (← links)
- Term structure of discount rates for firms in the insurance industry (Q2212168) (← links)
- Optimal dynamic longevity hedge with basis risk (Q2242224) (← links)
- Pricing extreme mortality risk in the wake of the COVID-19 pandemic (Q2681451) (← links)
- Utility indifference pricing of insurance contracts for home reversion plan under stochastic interest rate (Q2836969) (← links)
- Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process (Q3077724) (← links)
- Bond indifference prices (Q5014252) (← links)
- (Q5407515) (← links)
- Indifference pricing of credit default swaps in a multi-period model (Q6102890) (← links)
- On the equivalence between value-at-risk- and expected shortfall-based risk measures in non-concave optimization (Q6573817) (← links)
