Pages that link to "Item:Q661264"

The following pages link to A note on the connection between the Esscher-Girsanov transform and the Wang transform (Q661264):

Displaying 10 items.

• A recursive approach to mortality-linked derivative pricing (Q634010) (← links)
• The minimal entropy martingale measure in a market of traded financial and actuarial risks (Q2255722) (← links)
• Stochastic comparisons of distorted variability measures (Q2276253) (← links)
• Dynamic consumption and portfolio choice under prospect theory (Q2306106) (← links)
• The fundamental theorem of mutual insurance (Q2364020) (← links)
• Tail distortion risk and its asymptotic analysis (Q2444711) (← links)
• Model-independent price bounds for catastrophic mortality bonds (Q2657008) (← links)
• Systemic risk: conditional distortion risk measures (Q2670112) (← links)
• A general class of distortion operators for pricing contingent claims with applications to CAT bonds (Q5228143) (← links)
• Longevity hedge effectiveness using socioeconomic indices (Q6152719) (← links)