Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Gauss2++ model"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
2-Factor Hull-White model
1
Change of measure
1
Gauss2++ model
1
Risk neutral and real world
1
Time-varying market price of risk
1
Online availability
All
Free
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article
1
Language
All
English
1
Author
All
Berninger, Christoph
1
Pfeiffer, Julian
1
Published in...
All
European Actuarial Journal
1
Source
All
EconStor
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The
Gauss
2
++
model
: a comparison of different measure change specifications for a consistent risk neutral and real world calibration
Berninger, Christoph
;
Pfeiffer, Julian
- In:
European Actuarial Journal
11
(
2021
)
2
,
pp. 677-705
's liabilities, performance scenarios or risk measures. A prominant candidate is the 2-Additive-Factor Gaussian Model (
Gauss
2
++
model
…
Persistent link: https://www.econbiz.de/10014501762
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
