SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

On transformations of actuarial valuation principles · Study

ArticleShelves

ArticleOn transformations of actuarial valuation principles

Thomas Møller2001

Article2001

On transformations of actuarial valuation principles

33 citations·0/0 files stored·Insurance Mathematics and Economics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Insurance and Financial Risk Management Probability and Risk Models

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 33 citations exist upstream.

References

2007Brownian Motion and Stochastic Calculus 1987Limit Theorems for Stochastic Processes 2010A Guided Tour through Quadratic Hedging Approaches 1985Hedging of non-redundant contingent claims 1995On the minimal martingale measure and the möllmer-schweizer decomposition 1996Approximation pricing and the variance-optimal martingale measure 1998Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts 1996The Variance-Optimal Martingale Measure for Continuous Processes

Cited by

2003Indifference pricing of insurance contracts in a product space model

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2000On quadratic hedging in continuous timearticle · 7 shared references 2000Mean‐Variance Hedging for Stochastic Volatility Modelsarticle · 7 shared references 2002On Valuation and Risk Management at the Interface of Insurance and Financearticle · 7 shared references 2001Rational Hedging and Valuation with Utility-Based Preferencesthesis · 7 shared references 2010Mean–Variance Hedgingother · 7 shared references 2003Indifference pricing of insurance contracts in a product space modelarticle · 7 shared references

Details

Year2001

Typearticle

Published2001-06-01

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations33

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1016/s0167-6687(00)00074-3

openalex_workW2090103565

Links

Imported from OpenAlex (CC0) — nothing here is generated.