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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Econometric Institute research papers"
~person:"Privault, Nicolas"
~subject:"ARCH model"
~subject:"Basel Accord"
~subject:"Measurement"
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Privault, Nicolas
McAleer, Michael
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Astin bulletin : the journal of the International Actuarial Association
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Fast computation of risk measures for variable annuities with additional earnings by conditional moment matching
Privault, Nicolas
;
Wei, Xiao
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 171-196
Persistent link: https://www.econbiz.de/10011875595
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