Cliquet-style return guarantees in a regime switching Lévy model

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Serval ID
serval:BIB_5140F7DAE4DF
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Production externe
Title
Cliquet-style return guarantees in a regime switching Lévy model
Journal
Insurance: Mathematics and Economics
Author(s)
Peter Hieber
Publication state
Published
Issued date
2017
Volume
72
Pages
138-147
Language
english
DOI
10.1016/j.insmatheco.2016.11.009
Create date
08/09/2021 10:36
Last modification date
18/09/2021 16:05
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