Showing results 1 to 4 of 4
Title | Author(s) | Issue Date | |
---|---|---|---|
On Bayesian mixture credibility Journal:ASTIN Bulletin | 2006 | ||
On valuing participating life insurance contracts with conditional heteroscedasticity Journal:Asia-Pacific Financial Markets | 2007 | ||
Pricing currency options under two-factor Markov-modulated stochastic volatility models Journal:Insurance: Mathematics and Economics | 2008 | ||
Pricing participating products under a generalized jump-diffusion model Journal:Journal of Applied Mathematics and Stochastic Analysis | 2008 |