With large volatility observed in stock markets around the world over the last few years, many actuaries are now being urged to employ stochastic models to measure the solvency risk generated from insurance products with equity-linked guarantees. There are a large number of potential stochastic mode
โฆ LIBER โฆ
An Empirical Investigation of Continuous-Time Equity Return Models
โ Scribed by Torben G. Andersen; Luca Benzoni; Jesper Lund
- Book ID
- 110693118
- Publisher
- John Wiley and Sons
- Year
- 2002
- Tongue
- English
- Weight
- 433 KB
- Volume
- 57
- Category
- Article
- ISSN
- 0022-1082
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