Pages that link to "Item:Q2864673"
From MaRDI portal
The following pages link to Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model (Q2864673):
Displaying 8 items.
- Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
- Market value of life insurance contracts under stochastic interest rates and default risk (Q882875) (← links)
- Fair valuation of path-dependent participating life insurance contracts. (Q1423344) (← links)
- The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk (Q1627633) (← links)
- A Lévy process-based framework for the fair valuation of participating life insurance contracts (Q2581775) (← links)
- Fair valuation of life insurance contracts under a correlated jump diffusion model (Q2890522) (← links)
- On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View (Q3569707) (← links)
- FIRST PASSAGE TIME UNDER A REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION IN THE VALUATION OF PARTICIPATING CONTRACTS (Q5242416) (← links)