Stochastic modeling and fair valuation of drawdown insurance
Year of publication: |
2013
|
---|---|
Authors: | Zhang, Hongzhong ; Leung, Tim ; Hadjiliadis, Olympia |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 53.2013, 3, p. 840-850
|
Publisher: |
Elsevier |
Subject: | Drawdown insurance | Early cancellation | Optimal stopping | Default risk |
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