Stochastic modeling and fair valuation of drawdown insurance
Hongzhong Zhang; Tim Leung; Olympia Hadjiliadis
| Year of publication: |
2013
|
|---|---|
| Authors: | Zhang, Hongzhong ; Leung, Tim ; Hadjiliadis, Olympia |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 3, p. 840-850
|
| Subject: | Drawdown insurance | Early cancellation | Optimal stopping | Default risk | Versicherung | Insurance | Stochastischer Prozess | Stochastic process | Suchtheorie | Search theory | Optionspreistheorie | Option pricing theory | Risikomodell | Risk model | Kreditrisiko | Credit risk | Risiko | Risk | Risikomanagement | Risk management |
| 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/10010227813