Reference health
Pricing in Incomplete Markets
92/92 checkable references clean · checked 2026-08-28
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
15 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 92 checked references that resolve
resolves10.1016/j.jedc.2008.09.004
Valuation of mortality risk via the instantaneous Sharpe ratio: Applications to life annuities
resolves10.1007/s10436-007-0084-0
Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
resolves10.2143/ast.30.1.504625
Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time
resolves10.1007/s00780-004-0150-7
Coherent and convex monetary risk measures for unbounded càdlàg processes
resolves10.1007/s00780-007-0050-8
Pricing and hedging European options with discrete-time coherent risk
resolves10.1111/j.1467-9965.2008.00355.x
CAPITAL ALLOCATION AND RISK CONTRIBUTION WITH DISCRETE‐TIME COHERENT RISK
resolves10.1111/j.1539-6975.2007.00216.x
<scp>Robustly Hedging Variable Annuities With Guarantees Under Jump and Volatility Risks</scp>
resolves10.1111/j.1467-9965.2006.00281.x
MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS
resolves10.1016/s0167-6687(99)00041-4
Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
resolves10.1016/j.spa.2007.03.014
Robust utility maximization with limited downside risk in incomplete markets
resolves10.2307/2171800
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
resolves10.1016/0304-4149(81)90026-0
Martingales and stochastic integrals in the theory of continuous trading
resolves10.1111/j.1467-9965.2002.tb00129.x
VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION
resolves10.1016/j.jedc.2004.07.004
Explicit solutions to an optimal portfolio choice problem with stochastic income
resolves10.1111/j.0960-1627.2004.00204.x
STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE
<i>q</i>
‐OPTIMAL MEASURE
resolves10.1111/j.0960-1627.2005.00217.x
ON UTILITY‐BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS
resolves10.1016/j.insmatheco.2008.10.003
Valuation and hedging of participating life-insurance policies under management discretion
resolves10.1016/j.insmatheco.2006.11.009
Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates
resolves10.1111/j.1468-0262.2006.00716.x
Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
resolves10.1111/j.1539-6975.2006.00194.x
<scp>Killing the Law of Large Numbers: Mortality Risk Premiums and the Sharpe Ratio</scp>
resolves10.1007/978-0-8176-4545-8_16
Investment and Valuation Under Backward and Forward Dynamic Exponential Utilities in a Stochastic Factor Model
resolves10.1016/j.insmatheco.2006.04.003
Time consistency conditions for acceptability measures, with an application to Tail Value at Risk
resolves10.1016/j.insmatheco.2010.08.005
Extending dynamic convex risk measures from discrete time to continuous time: A convergence approach
resolves10.1016/j.insmatheco.2007.07.002
Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio
resolves10.1111/j.0960-1627.2004.00195.x
PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE
resolves10.1080/03461230110106327
Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
The 15 references without a DOI — listed, not checked
no DOI — not checkedCommittee for European Insurance and Occupational Pension Supervisors
no DOI — not checkedThe theory of good-deal pricing in financial markets
no DOI — not checkedA market cost of capital approach to market value margins
no DOI — not checkedOption pricing in incomplete markets
no DOI — not checkedPension fund investments and the valuation of liabilities under conditional indexation
no DOI — not checkedref35
no DOI — not checkedEuropean Insurance and Occupational Pensions Authority
no DOI — not checkedref46
no DOI — not checkedref48
no DOI — not checkedref54
no DOI — not checkedOptimal replication of contingent claims under transaction costs
no DOI — not checkedref71
no DOI — not checkedref77
no DOI — not checkedref79
no DOI — not checkedref84
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