Utility-based indifference pricing of pure endowments in a Markov-modulated market model
Preprint in arXiv (January 2023)
The most recent citing publications are shown below. View all 8 publications that cite this research output on Dimensions.
Preprint in arXiv (January 2023)
Article in European Journal of Operational Research (March 2021)
Article in Scandinavian Actuarial Journal (July 2020)