Pages that link to "Item:Q998266"

The following pages link to Actuarial risk measures for financial derivative pricing (Q998266):

Displaying 49 items.

• Option pricing in a conditional bilateral Gamma model (Q301218) (← links)
• VaR as the CVaR sensitivity: applications in risk optimization (Q313597) (← links)
• Comparison of increasing directionally convex transformations of random vectors with a common copula (Q414603) (← links)
• Controlled Markov decision processes with AVaR criteria for unbounded costs (Q515747) (← links)
• A recursive approach to mortality-linked derivative pricing (Q634010) (← links)
• Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework (Q659116) (← 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)
• Optimal risk transfer for agents with germs (Q661203) (← links)
• A note on additive risk measures in rank-dependent utility (Q661234) (← links)
• Decision principles derived from risk measures (Q661251) (← links)
• A hidden Markov regime-switching model for option valuation (Q661263) (← links)
• A note on the connection between the Esscher-Girsanov transform and the Wang transform (Q661264) (← links)
• Robust optimal control using conditional risk mappings in infinite horizon (Q724507) (← links)
• Time-consistent actuarial valuations (Q903338) (← 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)
• Weighted premium calculation principles (Q939390) (← links)
• Weighted risk capital allocations (Q974815) (← links)
• Optimal reinsurance with general risk measures (Q1023098) (← links)
• Distortion measures and homogeneous financial derivatives (Q1742711) (← links)
• Measure-invariance of copula functions as tool for testing no-arbitrage assumption (Q1743947) (← links)
• Budget-constrained optimal insurance with belief heterogeneity (Q2010896) (← links)
• Differential equations connecting VaR and CVaR (Q2012604) (← links)
• On a new class of multivariate prior distributions: theory and application in reliability (Q2057367) (← links)
• Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims (Q2181729) (← links)
• The minimal entropy martingale measure in a market of traded financial and actuarial risks (Q2255722) (← links)
• Analytical pricing of vulnerable options under a generalized jump-diffusion model (Q2260941) (← links)
• Stochastic comparisons of distorted variability measures (Q2276253) (← links)
• Pricing formulae for derivatives in insurance using Malliavin calculus (Q2296117) (← links)
• Dynamic consumption and portfolio choice under prospect theory (Q2306106) (← links)
• The fundamental theorem of mutual insurance (Q2364020) (← links)
• Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
• On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702) (← links)
• Tail distortion risk and its asymptotic analysis (Q2444711) (← links)
• A note on weighted premium calculation principles (Q2445349) (← links)
• Determination of risk pricing measures from market prices of risk (Q2518550) (← links)
• Model-independent price bounds for catastrophic mortality bonds (Q2657008) (← links)
• Systemic risk: conditional distortion risk measures (Q2670112) (← links)
• Maturity-Independent Risk Measures (Q3563694) (← links)
• RISK REDISTRIBUTION GAMES WITH DUAL UTILITIES (Q4563795) (← links)
• A METHOD FOR CONSTRUCTING AND INTERPRETING SOME WEIGHTED PREMIUM PRINCIPLES (Q5140088) (← links)
• A general class of distortion operators for pricing contingent claims with applications to CAT bonds (Q5228143) (← links)
• Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
• Good deals in markets with friction (Q5397420) (← links)
• Good deal indices in asset pricing: actuarial and financial implications (Q6066598) (← links)
• European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)
• A market- and time-consistent extension for the EIOPA risk-margin (Q6201515) (← links)
• Buy and Hold Golden Strategies in Financial Markets with Frictions and Depth Constraints (Q6569104) (← links)