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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

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1 result for “QP-rule”
On the valuation of life insurance policies for dependent coupled livesq-fin.PR

The paper prices a new life insurance policy for couples, considering various contingent benefits.

problem Valuation of life insurance policies for dependent coupled lives.
method Employed the QPQP-rule combining real-world and risk-neutral measures for pricing.
result Explicit pricing expressions for the new insurance policy were derived and analyzed.
life insurancecoupled livescontingent benefitsQP-rulejoint mortality
2024-10-01abs ↗pdf ↗