Evaluating Quantile Reserve for Equity-Linked Insurance in a Stochastic Volatility Model: Long vs. Short Memory

Publisher: Cambridge University Press

E-ISSN: 1783-1350|40|2|669-698

ISSN: 0515-0361

Source: ASTIN Bulletin, Vol.40, Iss.2, 2010-11, pp. : 669-698

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Abstract