Pages that link to "Item:Q2332688"

The following pages link to Valuing equity-linked death benefits in general exponential Lévy models (Q2332688):

Displaying 45 items.

• Geometric stopping of a random walk and its applications to valuing equity-linked death benefits (Q495497) (← links)
• A recursive approach to mortality-linked derivative pricing (Q634010) (← links)
• The delayed doubly stochastic linear quadratic optimal control problem (Q778655) (← links)
• Robust time-consistent portfolio selection for an investor under CEV model with inflation influence (Q779497) (← links)
• Partially observed nonzero-sum differential game of BSDEs with delay and applications (Q779508) (← links)
• Pricing of margin call stock loan based on the FMLS (Q779532) (← links)
• Modeling the effect of spending on cyber security by using surplus process (Q782257) (← links)
• An uncertain alternating renewal insurance risk model (Q782263) (← links)
• Nonparametric density estimation and bandwidth selection with B-spline bases: a novel Galerkin method (Q830102) (← links)
• Valuing equity-linked death benefits in jump diffusion models (Q2015627) (← links)
• Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
• Pricing some life-contingent lookback options under regime-switching Lévy models (Q2075983) (← links)
• Valuation of cliquet-style guarantees with death benefits (Q2083377) (← links)
• Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model (Q2097450) (← links)
• Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) (← links)
• Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend (Q2166946) (← links)
• An analysis of dollar cost averaging and market timing investment strategies (Q2189909) (← links)
• Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
• Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model (Q2242652) (← links)
• Valuing equity-linked death benefits with a threshold expense strategy (Q2347060) (← links)
• Valuing guaranteed equity-linked contracts by Laguerre series expansion (Q2424940) (← links)
• First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits (Q2673386) (← links)
• SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS (Q5061497) (← links)
• Nonparametric estimation of ruin probability by complex Fourier series expansion in the compound Poisson model (Q5093696) (← links)
• Spline local basis methods for nonparametric density estimation (Q6158228) (← links)
• Closed-form option pricing for exponential Lévy models: a residue approach (Q6158398) (← links)
• Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)
• Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees (Q6169661) (← links)
• Asian option pricing under an uncertain volatility model (Q6534446) (← links)
• Optimal reinsurance-investment problem under a CEV model: stochastic differential game formulation (Q6534455) (← links)
• The properties of generalized collision branching processes (Q6534469) (← links)
• Asymptotic behaviors for delay Lotka-Volterra model disturbed by \(G\)-Brownian motion (Q6534482) (← links)
• A Lévy risk model with ratcheting dividend strategy and historic high-related stopping (Q6534551) (← links)
• Pricing of power exchange option with jumps under the double risk of exchange and default (Q6534572) (← links)
• On periodic dividends for the classical risk model with debit interest (Q6534576) (← links)
• Optimal strategies for an ambiguity-averse insurer under a jump-diffusion model and defaultable risk (Q6534590) (← links)
• The limit theorems for function of Markov chains in the environment of single infinite Markovian systems (Q6534625) (← links)
• Optimal investment policy for insurers under the constant elasticity of variance model with a correlated random risk process (Q6534681) (← links)
• Optimal investment of DC pension plan under incentive schemes and loss aversion (Q6534689) (← links)
• Ruin problems of multidimensional risk models under constant interest rates and dependent risks with heavy tails (Q6534696) (← links)
• Pricing catastrophe equity put options in a mixed fractional Brownian motion environment (Q6534717) (← links)
• Estimates for the finite-time ruin probability of a time-dependent risk model with a Brownian perturbation (Q6534849) (← links)
• Valuing equity-linked death benefits on multiple life with time until death following a \(K_n\) distribution (Q6534962) (← links)
• Super-replication of life-contingent options under the Black-Scholes framework (Q6639530) (← links)
• The bilateral Gamma motion: calibration and option pricing (Q6643155) (← links)