VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK

Publisher： Cambridge University Press

E-ISSN： 1783-1350|45|2|355-395

ISSN： 0515-0361

Source： ASTIN Bulletin, Vol.45, Iss.2, 2015-01, pp. : 355-395

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Asset Allocation with Regime-Switching: Discrete-Time Case

By  

ASTIN Bulletin, Vol. 34, Iss. 1, 2004-05 ,pp. : 99-111

Cambridge University Press

Access to resources Recommend Favorite

DIVIDEND OPTIMIZATION FOR A REGIME-SWITCHING DIFFUSION MODEL WITH RESTRICTED DIVIDEND RATES

By  

ASTIN Bulletin, Vol. 44, Iss. 2, 2014-02 ,pp. : 459-494

Cambridge University Press

Access to resources Recommend Favorite

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

By  

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

Cambridge University Press

Access to resources Recommend Favorite

Option Pricing in a Jump-Diffusion Model with Regime Switching

By  

ASTIN Bulletin, Vol. 39, Iss. 2, 2009-11 ,pp. : 515-539

Cambridge University Press

Access to resources Recommend Favorite

Markov Chain Monte Carlo Estimation of Regime Switching Vector Autoregressions

By  

ASTIN Bulletin, Vol. 29, Iss. 1, 1999-05 ,pp. : 47-79

Cambridge University Press

Access to resources Recommend Favorite