Pages that link to "Item:Q2571217"
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The following pages link to Computation of convex bounds for present value functions with random payments (Q2571217):
Displaying 8 items.
- An application of comonotonicity and convex ordering to present values with truncated stochastic interest rates (Q882461) (← links)
- Best bounds for expected financial payoffs. II: Applications (Q1372065) (← links)
- Bounds for present value functions with stochastic interest rates and stochastic volatility. (Q1394966) (← links)
- Convex order approximations in the case of cash flows of mixed signs (Q2445338) (← links)
- Default probabilities of a holding company, with complete and partial information (Q2517514) (← links)
- Convex upper and lower bounds for present value functions (Q2739981) (← links)
- (Q3641724) (← links)
- Some limiting properties of the bounds of the present value function of a life insurance portfolio (Q5441529) (← links)