Pages that link to "Item:Q5938026"
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The following pages link to From actuarial to financial valuation principles (Q5938026):
Displaying 23 items.
- Quadratic hedging: an actuarial view extended to solvency control (Q362036) (← links)
- Pricing options in incomplete equity markets via the instantaneous Sharpe ratio (Q665826) (← links)
- Valuation and hedging of life insurance liabilities with systematic mortality risk (Q849589) (← links)
- The mean-variance investment problem in a constrained financial market (Q859607) (← links)
- Hedging with a correlated asset: Solution of a nonlinear pricing PDE (Q859866) (← links)
- A law of large numbers approach to valuation in life insurance (Q865608) (← links)
- On transformations of actuarial valuation principles. (Q1413264) (← links)
- Rational hedging and valuation of integrated risks under constant absolute risk aversion. (Q1413332) (← links)
- Pricing contingent claims in incomplete markets when the holder can choose among different payoffs. (Q1413354) (← links)
- Indifference pricing of insurance contracts in a product space model: Applications (Q1413398) (← links)
- Simplified mean-variance portfolio optimisation (Q1938980) (← links)
- A decomposition of general premium principles into risk and deviation (Q2234760) (← links)
- Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities (Q2271661) (← links)
- The value of a liability cash flow in discrete time subject to capital requirements (Q2282964) (← links)
- Economic neutral position: how to best replicate not fully replicable liabilities? (Q2656988) (← links)
- Pricing of unemployment insurance products with doubly stochastic Markov chains (Q2909509) (← links)
- (Q2956288) (← 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)
- Protection of a Company Issuing a Certain Class of Participating Policies in a Complete Market Framework (Q3088970) (← links)
- MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING (Q5398353) (← links)
- Martingale Valuation of Cash Flows for Insurance and Interest Models (Q5715974) (← links)
- Optimal Design of a Perpetual Equity-Indexed Annuity (Q5716008) (← links)
- Evaluating Hybrid Products: The Interplay Between Financial and Insurance Markets (Q5746529) (← links)