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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
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Disappointment aversion theory
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Regime-switching
1
Risikoaversion
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Risikomodell
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Risk aversion
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Risk model
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Theorie
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Theory
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capital reserve regulatory requirement
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equity-linked death benefits
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equivalent utility premium principle
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explicit representations
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first passage probabilities
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generalized Arrow-Pratt approximation
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guaranteed minimum death benefits
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jump-diffusion process
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Yam, Sheung Chi Phillip
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Cheung, Ka Chun
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Chong, Wing Fung
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Siu, Chi Chung
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Yang, Hailiang
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Astin bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
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European journal of operational research : EJOR
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Scandinavian actuarial journal
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Dynamic games and applications : DGA
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Finance and stochastics
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International Journal of Strategic Property Management
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AFI
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Production and Operations Management
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Production and operations management : the flagship research journal of the Production and Operations Management Society
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Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
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Risks : open access journal
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The journal of real estate finance and economics
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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Disappointment aversion premium principle
Cheung, Ka Chun
;
Chong, Wing Fung
;
Elliott, Robert J.
; …
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
3
,
pp. 679-702
Persistent link: https://www.econbiz.de/10011397624
Saved in:
2
Valuing equity-linked death benefits in a regime-switsching framework
Siu, Chi Chung
;
Yam, Sheung Chi Phillip
;
Yang, Hailiang
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
2
,
pp. 355-395
Persistent link: https://www.econbiz.de/10011312281
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