Author:
Liew Chuin Ching,Siu Tak Kuen
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference46 articles.
1. Esscher transform and consumption-based models;Badescu;Insurance: Mathematics and Economics,2009
2. Occupation time for two-state Markov chains;Bhattacharya;Discrete Applied Probability,1980
3. Equilibrium prices of guarantees under equity-linked contracts;Boyle;Journal of Risk and Insurance,1977
4. Alternative investment strategies for the issuers of equity-linked life insurance with an asset value guarantee;Brennan;Journal of Business,1979
5. No-arbitrage, change of measure and conditional Esscher transforms;Bühlmann;CWI Quarterly,1996
Cited by
26 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