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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
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Disappointment aversion theory
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Mortality
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Nutzen
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Option pricing theory
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Regime-switching
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capital reserve regulatory requirement
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equity-linked death benefits
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equivalent utility premium principle
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first passage probabilities
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Yam, Sheung Chi Phillip
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Astin bulletin : the journal of the International Actuarial Association
Production and operations management : an international journal of the Production and Operations Management Society
18
European journal of operational research : EJOR
15
Insurance / Mathematics & economics
13
International journal of production economics
13
International journal of production research
11
Management science : journal of the Institute for Operations Research and the Management Sciences
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Management Science
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Production and operations management : the flagship research journal of the Production and Operations Management Society
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International journal of research in marketing : IJRM ; official journal of the European Marketing Academy
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Operations research letters
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Journal of economic dynamics & control
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Transportation research / E : an international journal
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International Series in Operations Research & Management Science
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European Journal of Operational Research
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IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
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Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
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Review of marketing science
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Scandinavian actuarial journal
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SpringerLink / Bücher
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Transportation research : an international journal
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Experimental economics : a journal of the Economic Science Association
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International Journal of Production Economics
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Valuing equity-linked death benefits in a regime-switsching framework
Siu, Chi Chung
;
Yam, Sheung Chi Phillip
;
Yang, Hailiang
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
2
,
pp. 355-395
Persistent link: https://www.econbiz.de/10011312281
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2
Disappointment aversion premium principle
Cheung, Ka Chun
;
Chong, Wing Fung
;
Elliott, Robert J.
; …
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
3
,
pp. 679-702
Persistent link: https://www.econbiz.de/10011397624
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