Pages that link to "Item:Q3632871"
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The following pages link to A Multivariate Extension of Equilibrium Pricing Transforms: The Multivariate Esscher and Wang Transforms for Pricing Financial and Insurance Risks (Q3632871):
Displaying 17 items.
- Comparison of increasing directionally convex transformations of random vectors with a common copula (Q414603) (← links)
- Pricing of CDOs based on the multivariate Wang transform (Q609828) (← links)
- Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235) (← links)
- An extension of the Wang transform derived from Bühlmann's economic premium principle for insurance risk (Q931166) (← links)
- Implied liquidity risk premia in option markets (Q2000692) (← links)
- Pricing and securitization of multi-country longevity risk with mortality dependence (Q2442512) (← links)
- A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions (Q2442519) (← links)
- On the distortion of a copula and its margins (Q2866292) (← links)
- Risk Measures and Asset Pricing Models with New Versions of Wang Transform (Q2950564) (← links)
- Distortion Risk Measures Under Skew Normal Settings (Q4558829) (← links)
- ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS (Q4563733) (← links)
- Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing (Q4987112) (← links)
- Normalized Exponential Tilting (Q5019747) (← links)
- VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD (Q5140077) (← links)
- A general class of distortion operators for pricing contingent claims with applications to CAT bonds (Q5228143) (← links)
- Pricing and Hedging Variable Annuity Guarantees with Multiasset Stochastic Investment Models (Q5742633) (← links)
- Longevity hedge effectiveness using socioeconomic indices (Q6152719) (← links)
