On valuing perticipating life insurance contracts with conditional heteroscedasticity
Year of publication: |
2007
|
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Authors: | Siu, Tak Kuen ; Lau, John W. ; Yang, Hailiang |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 14.2007, 3, p. 255-275
|
Subject: | ARCH-Modell | ARCH model | Lebensversicherung | Life insurance | Portfolio-Management | Portfolio selection | Theorie | Theory |
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