A conditional value-at-risk model for insurance products...

International Journal of Risk Assessment and Management 2009 Vol. 11; Iss. 1/2

A conditional value-at-risk model for insurance products with a guarantee

Consiglio, Andrea, Pecorella, Antonio, Zenios, Stavros A.
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Volume:
11
Year:
2009
Language:
english
Journal:
International Journal of Risk Assessment and Management
DOI:
10.1504/ijram.2009.022201
File:
PDF, 443 KB
english, 2009
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