Publisher： Cambridge University Press
E-ISSN： 1783-1350|34|1|99-111
ISSN： 0515-0361
Source： ASTIN Bulletin, Vol.34, Iss.1, 2004-05, pp. : 99-111
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK
ASTIN Bulletin, Vol. 45, Iss. 2, 2015-01 ,pp. :
Access to resources
Recommend
A Discrete-Time Model for Reinvestment Risk in Bond Markets
ASTIN Bulletin, Vol. 37, Iss. 2, 2007-11 ,pp. :
Discrete-Time Risk Models Based on Time Series for Count Random Variables
ASTIN Bulletin, Vol. 40, Iss. 1, 2010-05 ,pp. :
Option Pricing in a Jump-Diffusion Model with Regime Switching
ASTIN Bulletin, Vol. 39, Iss. 2, 2009-11 ,pp. :