Minimum Rate of Return Guarantees: The Danish Case
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03461230110106282
Reference10 articles.
1. Delbaen, F. 1990.Equity linked policies, 33–52. Belge: Bulletin Association Royal Actuaries.
2. Martingales and arbitrage in multiperiod securities markets
3. Harrison, J. M. and Pliska, S. R. 1981.Martingales and stochastic integrals in the theory of continuous trading. Stochastic Processes and their Applications, Vol. 11, 215–260. Addendum: Harrison and Pliska. (1983)
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