Valuing equity-linked insurance products and related problems in actuarial science


Grant Data
Project Title
Valuing equity-linked insurance products and related problems in actuarial science
Principal Investigator
Professor Yang, Hailiang   (Principal investigator)
Duration
36
Start Date
2014-01-01
Completion Date
2016-12-31
Amount
868303
Conference Title
Presentation Title
Keywords
Equity-linked products, Stopped Levy processe, Exponential distribution, Option pricing, Dynamic lapse
Discipline
Probability & Statistics,Others - Mathematics
Panel
Physical Sciences (P)
Sponsor
RGC General Research Fund (GRF)
HKU Project Code
HKU 705313P
Grant Type
General Research Fund (GRF)
Funding Year
2013/2014
Status
On-going