Pages that link to "Item:Q2890522"

The following pages link to Fair valuation of life insurance contracts under a correlated jump diffusion model (Q2890522):

Displaying 19 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)
• On valuing participating life insurance contracts with conditional heteroscedasticity (Q928174) (← links)
• Pricing participating products under a generalized jump-diffusion model (Q936992) (← links)
• Fair valuation of insurance contracts under Lévy process specifications (Q939383) (← 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)
• Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach (Q2015638) (← links)
• On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes (Q2260948) (← links)
• A Lévy process-based framework for the fair valuation of participating life insurance contracts (Q2581775) (← links)
• Multidimensional valuation of life insurance policies and fair value (Q2801356) (← links)
• Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model (Q2864673) (← links)
• Nonparametric Estimation of Net Premium Functionals for Different Statuses in Collective Life Insurance (Q3463566) (← links)
• On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View (Q3569707) (← links)
• VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK (Q4563742) (← links)
• Optimal asset allocation for participating contracts with mortality risk under minimum guarantee (Q5077434) (← links)
• Optimal asset allocation for participating contracts under the VaR and PI constraint (Q5217902) (← links)
• FIRST PASSAGE TIME UNDER A REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION IN THE VALUATION OF PARTICIPATING CONTRACTS (Q5242416) (← links)
• Optimal investment of DC pension plan under incentive schemes and loss aversion (Q6534689) (← links)