Pages that link to "Item:Q1681092"
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The following pages link to Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process (Q1681092):
Displaying 6 items.
- Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio (Q998283) (← links)
- Pricing equity-linked life insurance contracts with multiple risk factors by neural networks (Q2059681) (← 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)
- Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process (Q3077724) (← links)
- Indifference pricing of pure endowments via BSDEs under partial information (Q5140641) (← links)
