Dataset Groups Activity Stream Indifference Pricing of Pure Endowments in a Markov-Modulated Market Model The dataset used in this paper is a stochastic-factor model for an insurance company with exponential utility preferences. BibTex: @dataset{Alessandra_Cretarola_and_Benedetta_Salterini_2024, abstract = {The dataset used in this paper is a stochastic-factor model for an insurance company with exponential utility preferences.}, author = {Alessandra Cretarola and Benedetta Salterini}, doi = {10.57702/v4d06jp1}, institution = {No Organization}, keyword = {'Exponential Utility', 'Indifference Pricing', 'Pure Endowments', 'Stochastic-Factor Models'}, month = {dec}, publisher = {TIB}, title = {Indifference Pricing of Pure Endowments in a Markov-Modulated Market Model}, url = {https://service.tib.eu/ldmservice/dataset/indifference-pricing-of-pure-endowments-in-a-markov-modulated-market-model}, year = {2024} }
