Survivor derivatives : a consistent pricing framework
Paul Dawson; Kevin Dowd; Andrew J. G. Cairns; David Blake
| Year of publication: |
2010
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|---|---|
| Authors: | Dawson, Paul ; Dowd, Kevin ; Cairns, Andrew ; Blake, David |
| Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 77.2010, 3, p. 579-596
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| Subject: | Lebensversicherung | Life insurance | Derivat | Derivative | CAPM | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008650419