Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Reference38 articles.
1. Arvanitis, A., Gregory, J., Laurent, J.: Building models for credit spreads (1998).
http://www.ressources-actuarielles.net/EXT/ISFA/1226.nsf/0/7c1d935203184237c1257a4f006b127a/$FILE/building_models_for_credit_spreads.pdf
. Accessed 29 Sept 2016
2. Bacinello, A.: Fair pricing of life insurance partcipating policies with a minimum interest rate guaranteed. Astin Bull. 31, 275–297 (2001)
3. Bacinello, A.: Fair valuation of the surrender option embedded in a guaranteed life insurance participating policy. J. Risk Insur. 70(3), 461–487 (2003)
4. Barndorff-Nielsen, O., Shiryaev, A.: Change of Time and Change of Measure. World Scientific, Singapore (2010)
5. Baucells, M., Borgonovo, E.: Invariant probabilistic sensitivity analysis. Manag. Sci. 59(11), 2536–2549 (2013)
Cited by
6 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献