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Article: Valuing equity-linked death benefits in jump diffusion models

TitleValuing equity-linked death benefits in jump diffusion models
Authors
Issue Date2013
PublisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/ime
Citation
Insurance: Mathematics and Economics, 2013, v. 53 n. 3, p. 615-623 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/198096
ISSN
2015 Impact Factor: 1.378
2015 SCImago Journal Rankings: 1.000
ISI Accession Number ID

 

DC FieldValueLanguage
dc.contributor.authorGerber, HUen_US
dc.contributor.authorShiu, ESWen_US
dc.contributor.authorYang, Hen_US
dc.date.accessioned2014-06-25T02:47:07Z-
dc.date.available2014-06-25T02:47:07Z-
dc.date.issued2013en_US
dc.identifier.citationInsurance: Mathematics and Economics, 2013, v. 53 n. 3, p. 615-623en_US
dc.identifier.issn0167-6687en_US
dc.identifier.urihttp://hdl.handle.net/10722/198096-
dc.languageengen_US
dc.publisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/imeen_US
dc.relation.ispartofInsurance: Mathematics and Economicsen_US
dc.rightsNOTICE: this is the author’s version of a work that was accepted for publication in Insurance: Mathematics and Economics. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Insurance: Mathematics and Economics, 2013, v. 53 n. 3, p. 615-623. DOI: 10.1016/j.insmatheco.2013.08.010en_US
dc.rightsCreative Commons: Attribution 3.0 Hong Kong License-
dc.titleValuing equity-linked death benefits in jump diffusion modelsen_US
dc.typeArticleen_US
dc.identifier.emailGerber, HU: hans1196@hku.hken_US
dc.identifier.emailYang, H: hlyang@hkusua.hku.hken_US
dc.identifier.authorityYang, H=rp00826en_US
dc.description.naturepostprint-
dc.identifier.doi10.1016/j.insmatheco.2013.08.010en_US
dc.identifier.hkuros229397en_US
dc.identifier.volume53en_US
dc.identifier.spage615en_US
dc.identifier.epage623en_US
dc.identifier.isiWOS:000328659700012-
dc.publisher.placeNetherlandsen_US

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