Valuing equity-linked death benefits and other contingent options: A discounted density approach
Year of publication: |
2012
|
---|---|
Authors: | Gerber, Hans U. ; Shiu, Elias S.W. ; Yang, Hailiang |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 51.2012, 1, p. 73-93
|
Saved in:
Saved in favorites
Similar items by person
-
Valuing equity-linked death benefits in jump diffusion models
Gerber, Hans U., (2013)
-
Valuing equity-linked death benefits and other contingent options: A discounted density approach
Gerber, Hans U., (2012)
-
An elementary approach to discrete models of dividend strategies
Gerber, Hans U., (2010)
- More ...