The following pages link to (Q3613974):
Displaying 16 items.
- Time-consistent actuarial valuations (Q903338) (← links)
- A dual characterization of self-generation and exponential forward performances (Q1049561) (← links)
- Indifference pricing of insurance-linked securities in a multi-period model (Q2029066) (← links)
- Explicit Description of HARA Forward Utilities and Their Optimal Portfolios (Q2967981) (← links)
- Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds (Q3295875) (← links)
- Three Essays on Exponential Hedging with Variable Exit Times (Q4561930) (← links)
- Forward Exponential Indifference Valuation in an Incomplete Binomial Model (Q4976504) (← links)
- Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling (Q5038295) (← links)
- Competition in Fund Management and Forward Relative Performance Criteria (Q5045200) (← links)
- Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE (Q5280241) (← links)
- Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387) (← links)
- Bi-revealed utilities in a defaultable universe: a new point of view on consumption (Q6543810) (← links)
- Optimal investment and consumption with forward preferences and uncertain parameters (Q6543812) (← links)
- Mean field and \(n\)-player games in Ito-diffusion markets under forward performance criteria (Q6586868) (← links)
- Forward indifference valuation for dynamically incoming projects (Q6586872) (← links)
- Optimal liquidation with dynamic parameter updating: a forward approach (Q6586873) (← links)
