Pages that link to "Item:Q2260945"
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The following pages link to Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization (Q2260945):
Displaying 11 items.
- The uncertain mortality intensity framework: pricing and hedging unit-linked life insurance contracts (Q654825) (← links)
- A benchmark approach to risk-minimization under partial information (Q743152) (← links)
- A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (Q931211) (← links)
- Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering (Q2086919) (← links)
- Unit-linked life insurance policies: optimal hedging in partially observable market models (Q2404551) (← links)
- Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802) (← links)
- Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds (Q2665872) (← links)
- Optimal investment and consumption strategies for pooled annuity with partial information (Q2681454) (← links)
- Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Risk (Q5123455) (← links)
- Indifference pricing of pure endowments via BSDEs under partial information (Q5140641) (← links)
- Pricing guaranteed annuity options in a linear-rational Wishart mortality model (Q6199669) (← links)
