On valuing perticipating life insurance contracts with conditional heteroscedasticity
Tak Kuen Siu, John W. Lau, Hailiang Yang
| Year of publication: |
2007
|
|---|---|
| Authors: | Siu, Tak Kuen ; Lau, John W. ; Yang, Hailiang |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 14.2007, 3, p. 255-275
|
| Subject: | ARCH-Modell | ARCH model | Lebensversicherung | Life insurance | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003705911