Pages that link to "Item:Q4661673"
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The following pages link to Equilibrium Pricing Transforms: New Results Using Buhlmann’s 1980 Economic Model (Q4661673):
Displaying 20 items.
- Pricing of CDOs based on the multivariate Wang transform (Q609828) (← links)
- Esscher transforms and consumption-based models (Q659151) (← links)
- Is the home equity conversion mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher transform (Q659238) (← links)
- A note on the connection between the Esscher-Girsanov transform and the Wang transform (Q661264) (← links)
- An extension of the Wang transform derived from Bühlmann's economic premium principle for insurance risk (Q931166) (← links)
- On option pricing under a completely random measure via a generalized Esscher transform (Q938038) (← links)
- Actuarial risk measures for financial derivative pricing (Q998266) (← links)
- On some claims related to Choquet integral risk measures (Q1761861) (← links)
- Calibrating affine stochastic mortality models using term assurance premiums (Q2276259) (← links)
- On Bayesian value at risk: from linear to non-linear portfolios (Q2431780) (← links)
- Extension of the Capital Asset Pricing Model to Non-normal Dependence Structures (Q3632826) (← links)
- Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (Q3632862) (← links)
- A Multivariate Extension of Equilibrium Pricing Transforms: The Multivariate Esscher and Wang Transforms for Pricing Financial and Insurance Risks (Q3632871) (← links)
- Market pricing of longevity-linked securities (Q5003359) (← links)
- An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets (Q5019715) (← links)
- Normalized Exponential Tilting (Q5019747) (← links)
- A general class of distortion operators for pricing contingent claims with applications to CAT bonds (Q5228143) (← links)
- Truncated Stop Loss as Optimal Reinsurance Agreement in One-period Models (Q5490596) (← links)
- Distortion Risk Measures and Economic Capital (Q5715954) (← links)
- Calculating premium principles from the mode of a unimodal weighted distribution (Q6668698) (← links)
