Pricing equity-linked pure endowments with risky assets that follow Lévy processes
| Year of publication: |
2005
|
|---|---|
| Authors: | Jaimungal, Sebastian ; Young, Virginia R. |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 36.2005, 3, p. 329-346
|
| Publisher: |
Elsevier |