Funder
Renmin University of China
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference40 articles.
1. Dynamic risk measures;Acciaio,2011
2. On improving the least squares Monte Carlo option valuation method;Areal;Rev. Derivatives Res.,2008
3. Supervisory accounting: comparison between solvency 2 and coherent risk measures;Artzner,2010
4. Variable annuities: A unifying valuation approach;Bacinello;Insurance Math. Econom.,2011
5. Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market-and time-consistency;Barigou;Insurance Math. Econom.,2019
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