Pricing participating policies under the Meixner process and stochastic volatility
Brett Shanahan, Farzad Alavi Fard and John van der Hoek
| Year of publication: |
August-December 2017
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|---|---|
| Authors: | Shanahan, Brett ; Fard, Farzad Alavi ; Hoek, John van der |
| Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2017, 7, p. 559-583
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| Subject: | Participating products | stochastic volatility | Meixner process | MEMM | Theorie | Theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2016.1193557 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011848474