1

Pricing TARNs Using a Finite Difference Method

Year:
2015
Language:
english
File:
PDF, 679 KB
english, 2015
3

A short tale of long tail integration

Year:
2011
Language:
english
File:
PDF, 345 KB
english, 2011
4

Bayesian Model Choice of Groupedt-Copula

Year:
2012
Language:
english
File:
PDF, 459 KB
english, 2012
9

A Unified Pricing of Variable Annuity Guarantees under the Optimal Stochastic Control Framework

Year:
2016
Language:
english
File:
PDF, 735 KB
english, 2016