Pages that link to "Item:Q2282726"
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The following pages link to A model-point approach to indifference pricing of life insurance portfolios with dependent lives (Q2282726):
Displaying 6 items.
- Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process (Q1681092) (← links)
- Dynamic bivariate mortality modelling (Q2152246) (← 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)
- Grouping of contracts in insurance using neural networks (Q5003353) (← links)
- Indifference pricing of pure endowments via BSDEs under partial information (Q5140641) (← links)
- JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS (Q5379413) (← links)