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Stochastic modeling and fair valuation of drawdown insurance

Stochastic modeling and fair valuation of drawdown insurance

Zhang, Hongzhong; Leung, Tim; Hadjiliadis, Olympia
  • 期刊名称Insurance: Mathematics and Economics
  • 作者Zhang, Hongzhong; Leung, Tim; Hadjiliadis, Olympia
  • 卷第53卷
  • 期第3期
  • 印刷ISSN0167-6687
  • 文件大小746.08KB
  • 发表时间2013-11
  • DOI10.1016/j.insmatheco.2013.10.006
  • 页码840-850
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