From ruin theory to pricing reset guarantees and perpetual put options

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Serval ID
serval:BIB_D42B37D73FB1
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
From ruin theory to pricing reset guarantees and perpetual put options
Journal
Insurance: Mathematics and Economics
Author(s)
Gerber H.U., Shiu E.S.W.
Publication state
Published
Issued date
1999
Peer-reviewed
Oui
Volume
24
Pages
3-14
Language
english
OAI-PMH
oai:serval.unil.ch:BIB_D42B37D73FB1
Create date
17/10/2008 14:40
Last modification date
20/08/2019 16:54
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