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Pricing participating policies under the Meixner process and stochastic volatility

Pricing participating policies under the Meixner process and stochastic volatility

Shanahan, Brett; Alavi Fard, Farzad; van der Hoek, John

期刊名称Scandinavian Actuarial Journal
作者Shanahan, Brett; Alavi Fard, Farzad; van der Hoek, John
印刷ISSN0346-1238
电子ISSN1651-2030
文件大小2529.48KB
发表时间2016-06-08
DOI10.1080/03461238.2016.1193557
页码1-25

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