A Note on Credit Insurance (Q3632839)

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Language	Label	Description	Also known as
English	A Note on Credit Insurance	scientific article

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scholarly article

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A Note on Credit Insurance (English)

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Johannes Leitner

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publication date

15 June 2009

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MaRDI profile type

MaRDI publication profile

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The Representation of Martingales of Jump Processes

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Exponential Hedging and Entropic Penalties

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Weighted norm inequalities and hedging in incomplete markets

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A general version of the fundamental theorem of asset pricing

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Point processes and queues. Martingale dynamics

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Credit risk: Modelling, valuation and hedging

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Coherent Measures of Risk

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The asymptotic elasticity of utility functions and optimal investment in incomplete markets

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Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales

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Optimal investment in incomplete markets when wealth may become negative.

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full work available at URL

https://doi.org/10.2143/ast.36.2.2017925

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Identifiers

zbMATH Open document ID

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10.2143/AST.36.2.2017925

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:3632839

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