Pages that link to "Item:Q6111436"
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The following pages link to A general method for analysis and valuation of drawdown risk (Q6111436):
Displaying 9 items.
- Drawdown: from practice to theory and back again (Q1679554) (← links)
- Stochastic modeling and fair valuation of drawdown insurance (Q2015656) (← links)
- Pricing American drawdown options under Markov models (Q2030371) (← links)
- Drawdown analysis for the renewal insurance risk process (Q4575464) (← links)
- A unified approach for drawdown (drawup) of time-homogeneous Markov processes (Q4684875) (← links)
- Drawdown risk measures for asset portfolios with high frequency data (Q6110761) (← links)
- A general approach for Parisian stopping times under Markov processes (Q6111010) (← links)
- Speed and duration of drawdown under general Markov models (Q6576880) (← links)
- Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk (Q6591005) (← links)