Pages that link to "Item:Q998283"
From MaRDI portal
The following pages link to Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio (Q998283):
Displaying 27 items.
- Hedging pure endowments with mortality derivatives (Q344001) (← links)
- Computing survival probabilities based on stochastic differential models (Q464647) (← links)
- Modeling mortality and pricing life annuities with Lévy processes (Q495501) (← links)
- The uncertain mortality intensity framework: pricing and hedging unit-linked life insurance contracts (Q654825) (← links)
- On the robustness of longevity risk pricing (Q661262) (← links)
- Price bounds of mortality-linked security in incomplete insurance market (Q743137) (← links)
- Valuation and hedging of life insurance liabilities with systematic mortality risk (Q849589) (← links)
- A law of large numbers approach to valuation in life insurance (Q865608) (← links)
- Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates (Q939322) (← links)
- Insurance pricing using \(H_{\infty}\)-control (Q1646165) (← links)
- A unisex stochastic mortality model to comply with EU Gender Directive (Q1681196) (← links)
- Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts (Q1888899) (← links)
- Modeling and pricing longevity derivatives using Skellam distribution (Q2038258) (← links)
- Modeling and approximated procedure life insurance bond by the stochastic mortality and short interest rate (Q2114508) (← links)
- Indifference pricing under SAHARA utility (Q2223856) (← links)
- Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities (Q2271661) (← links)
- An operator splitting harmonic differential quadrature approach to solve Young's model for life insurance risk (Q2445357) (← links)
- Model-independent price bounds for catastrophic mortality bonds (Q2657008) (← links)
- Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process (Q3077724) (← links)
- From insurance risk to credit portfolio management: a new approach to pricing CDOs (Q4554223) (← links)
- Regime-switching pure jump processes and applications in the valuation of mortality-linked products (Q4634823) (← links)
- Instantaneous Mean-Variance Hedging and Sharpe Ratio Pricing in a Regime-Switching Financial Model (Q4981886) (← links)
- Different Shades of Risk: Mortality Trends Implied by Term Insurance Prices (Q4987097) (← links)
- Relative Hedging of Systematic Mortality Risk (Q5029058) (← links)
- Valuation of contingent claims with stochastic interest rate and mortality driven by Lévy processes (Q5077430) (← links)
- Indifference Pricing of a GLWB Option in Variable Annuities (Q5379221) (← links)
- JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS (Q5379413) (← links)
