1

Pricing of Unit-linked Life Insurance Policies

Year:
1994
Language:
english
File:
PDF, 1.34 MB
english, 1994
2

A Jump/Diffusion Consumption-Based Capital Asset Pricing Model and the Equity Premium Puzzle

Year:
1993
Language:
english
File:
PDF, 944 KB
english, 1993
5

Recursive Utility and the Equity Premium Puzzle: A Discrete-Time Approach

Year:
2013
Language:
english
File:
PDF, 508 KB
english, 2013
6

Optimum portfolio diversification in a general continuous-time model

Year:
1984
Language:
english
File:
PDF, 1.18 MB
english, 1984
8

LIFE INSURANCE AND PENSION CONTRACTS II: THE LIFE CYCLE MODEL WITH RECURSIVE UTILITY

Year:
2016
Language:
english
File:
PDF, 195 KB
english, 2016
9

LIFE INSURANCE AND PENSION CONTRACTS I: THE TIME ADDITIVE LIFE CYCLE MODEL

Year:
2015
Language:
english
File:
PDF, 419 KB
english, 2015
10

Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion

Year:
2002
Language:
english
File:
PDF, 231 KB
english, 2002
11

On the St. Petersburg Paradox

Year:
2001
Language:
english
File:
PDF, 137 KB
english, 2001
13

Stochastic control of geometric processes

Year:
1987
File:
PDF, 738 KB
1987
15

ON THE CONSISTENCY OF THE LUCAS PRICING FORMULA

Year:
2008
Language:
english
File:
PDF, 106 KB
english, 2008
18

Estimation in models for security prices

Year:
1987
Language:
english
File:
PDF, 820 KB
english, 1987
19

Stochastic Control of Geometric Processes

Year:
1987
Language:
english
File:
PDF, 708 KB
english, 1987
20

Ruin problems and myopic portfolio optimization in continuous trading

Year:
1986
Language:
english
File:
PDF, 790 KB
english, 1986
24

Optimal Insurance Policies in the Presence of Costs

Year:
2017
Language:
english
File:
PDF, 356 KB
english, 2017
25

R&D projects analyzed by semimartingale methods

Year:
1985
Language:
english
File:
PDF, 1021 KB
english, 1985
29

Myelomatosis with Normal Serum Protein Values, Treated with Urethane

Year:
1949
Language:
english
File:
PDF, 995 KB
english, 1949
30

The Nash bargaining solution vs. equilibrium in a reinsurance syndicate

Year:
2009
Language:
english
File:
PDF, 210 KB
english, 2009
33

Perspectives of Risk Sharing

Year:
2002
Language:
english
File:
PDF, 950 KB
english, 2002
36

Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs

Year:
2007
Language:
english
File:
PDF, 595 KB
english, 2007
37

Dynamic Equilibrium and the Structure of Premiums in a Reinsurance Market

Year:
1992
Language:
english
File:
PDF, 2.30 MB
english, 1992
39

THE EFFECT OF TETRAETHYLAMMONIUM BROMIDE ON THE KIDNEYS

Year:
1949
Language:
english
File:
PDF, 546 KB
english, 1949
40

A Note on a Singular Diffusion Equation in Population Genetics

Year:
1976
Language:
english
File:
PDF, 574 KB
english, 1976
43

The values of insurance companies under different uncertain portfolios

Year:
1996
Language:
english
File:
PDF, 661 KB
english, 1996
44

Thiocyanate Therapy of Hypertension.: Further Experiences.

Year:
1951
Language:
english
File:
PDF, 787 KB
english, 1951
48

The Effect of Gastric Banding on Weight Loss in Patients with Morbid Obesity

Year:
1991
Language:
english
File:
PDF, 256 KB
english, 1991
50

Equilibrium in a Reinsurance Syndicate; Existence, Uniqueness and Characterization

Year:
1993
Language:
english
File:
PDF, 1.31 MB
english, 1993