Pages that link to "Item:Q3077724"
From MaRDI portal
The following pages link to Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process (Q3077724):
Displaying 11 items.
- Modeling mortality and pricing life annuities with Lévy processes (Q495501) (← links)
- Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
- Valuation and hedging of life insurance liabilities with systematic mortality risk (Q849589) (← links)
- Pricing equity-linked pure endowments with risky assets that follow Lévy processes (Q882858) (← links)
- Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process (Q1681092) (← links)
- Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (Q2273979) (← links)
- A model-point approach to indifference pricing of life insurance portfolios with dependent lives (Q2282726) (← links)
- A Markov Process Modeling and Analysis of Indifference Pricing of Insurance Contracts for Home Reversion Plan for a Pair of Insureds (Q3094225) (← links)
- Valuation of contingent claims with stochastic interest rate and mortality driven by Lévy processes (Q5077430) (← links)
- Indifference pricing of pure endowments via BSDEs under partial information (Q5140641) (← links)
- (Q5407515) (← links)
