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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of empirical finance"
~person:"Costabile, Massimo"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Option pricing theory
2
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Equity-linked policy
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Costabile, Massimo
Pelsser, Antoon André Jean
5
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Ziveyi, Jonathan
5
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4
Yang, Hailiang
4
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Insurance / Mathematics & economics
Journal of empirical finance
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Review of quantitative finance and accounting
2
Applied mathematical finance
1
IMA journal of management mathematics
1
International journal of financial markets and derivatives
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Review of derivatives research
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The journal of derivatives : JOD
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Analytical valuation of periodical premiums for equity-linked policies with minimum guarantee
Costabile, Massimo
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 597-600
Persistent link: https://www.econbiz.de/10010227933
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2
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model
Costabile, Massimo
;
Gaudenzi, Marcellino
;
Massabo, Ivar
; …
- In:
Insurance / Mathematics & economics
45
(
2009
)
2
,
pp. 286-295
Persistent link: https://www.econbiz.de/10009517565
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