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Search: subject:"Wang transform"
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Wang transform
4
Wang Transform
3
Dual Utility Theory
2
Esscher transform
2
longevity bond
2
longevity risk
2
multi-population mortality
2
vector error correction
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Corradini, Massimiliano
2
Gheno, Andrea
2
Ji, Min
2
Xing, Guangyu
2
Zhou, Rui
2
Ai͏̈nou, Viou
1
Cenci, Marisa
1
Goh, Jing Rong
1
Poon, Ser-Huang
1
Ruban, Oleg
1
Sornette, Didier
1
Vitiello, Luiz
1
Wang, He
1
Wang, Shaun Shuxun
1
Yang, Esther Ying
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Dipartimento di Economia, Università degli Studi di Roma 3
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Departmental Working Papers of Economics - University 'Roma Tre'
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Risks
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ECONIS (ZBW)
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1
Government support for SMEs in response to COVID-19 : theoretical model using
Wang
transform
Wang, Shaun Shuxun
;
Goh, Jing Rong
;
Sornette, Didier
; …
-
2020
closures.
Wang
Transform
is applied to (i) calculating the appropriate level of interest rate subsidy payable to incentivize …
Persistent link: https://www.econbiz.de/10012271152
Saved in:
2
Changes of relation in multi-population mortality dependence: An application of threshold VECM
Zhou, Rui
;
Xing, Guangyu
;
Ji, Min
- In:
Risks
7
(
2019
)
1
,
pp. 1-18
. We further apply the TVECM to forecast future mortalities and price an illustrative longevity bond with multivariate
Wang
…
transform
. Our numerical results show that TVECM predicted much faster mortality improvement for EW and Canada than single …
Persistent link: https://www.econbiz.de/10013200432
Saved in:
3
Changes of relation in multi-population mortality dependence : an application of threshold VECM
Zhou, Rui
;
Xing, Guangyu
;
Ji, Min
- In:
Risks : open access journal
7
(
2019
)
1/14
,
pp. 1-18
. We further apply the TVECM to forecast future mortalities and price an illustrative longevity bond with multivariate
Wang
…
transform
. Our numerical results show that TVECM predicted much faster mortality improvement for EW and Canada than single …
Persistent link: https://www.econbiz.de/10012016036
Saved in:
4
La gestion du risque de longévité et évaluation de produits dérivés
Ai͏̈nou, Viou
-
2013
Persistent link: https://www.econbiz.de/10012229189
Saved in:
5
Actuarial transform pricing
Ruban, Oleg
;
Vitiello, Luiz
;
Poon, Ser-Huang
-
2010
methods, viz. the Esscher transform, indifference pricing, the
Wang
transform
, and the standard deviation loading, are popular …
Persistent link: https://www.econbiz.de/10010277928
Saved in:
6
Contingent Claim Pricing In A Dual Expected Utility Theory Framework
Corradini, Massimiliano
;
Gheno, Andrea
-
Dipartimento di Economia, Università degli Studi di Roma 3
-
2007
processes. An application is also considered assuming geometric brownian motion for the underlying assets and the
Wang
transform
…
Persistent link: https://www.econbiz.de/10005590613
Saved in:
7
Dynamic portfolio selection in a dual expected utility theory framework
Cenci, Marisa
;
Corradini, Massimiliano
;
Gheno, Andrea
-
Dipartimento di Economia, Università degli Studi di Roma 3
-
2005
. The
Wang
transform
is used as distortion function and well diversified optimal portfolios result both with and without …
Persistent link: https://www.econbiz.de/10005405038
Saved in:
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