711. USING MODEL-INDEPENDENT LOWER BOUNDS TO IMPROVE PRICING OF ASIAN STYLE OPTIONS IN LÉVY MARKETS. Issue 2 (19th February 2014) Authors: Deelstra, Griselda; Rayée, Grégory; Vanduffel, Steven; Yao, Jing Journal: ASTIN bulletin Issue: Volume 44:Issue 2(2014) Page Start: 237 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
712. USING WEIGHTED DISTRIBUTIONS TO MODEL OPERATIONAL RISK. Issue 2 (15th February 2016) Authors: Afonso, Lourdes B.; Corte Real, Pedro Journal: ASTIN bulletin Issue: Volume 46:Issue 2(2016) Page Start: 469 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
713. Utilitarian versus neutralitarian design of endowment fund policies. Issue 8 (14th September 2022) Authors: Schumacher, Johannes M. Journal: Scandinavian actuarial journal Issue: Volume 2022:Issue 8(2022) Page Start: 718 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
714. Valuation of an early exercise defined benefit underpin hybrid pension. Issue 9 (21st October 2018) Authors: Zhu, Xiaobai; Hardy, Mary; Saunders, David Journal: Scandinavian actuarial journal Issue: Volume 2018:Issue 9(2018) Page Start: 823 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
715. VALUATION OF CONTINGENT GUARANTEES USING LEAST-SQUARES MONTE CARLO. Issue 1 (4th March 2019) Authors: Bienek, T.; Scherer, M. Journal: ASTIN bulletin Issue: Volume 49:Issue 1(2019) Page Start: 31 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
716. VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD. Issue 3 (14th September 2020) Authors: Deelstra, Griselda; Devolder, Pierre; Gnameho, Kossi; Hieber, Peter Journal: ASTIN bulletin Issue: Volume 50:Issue 3(2020) Page Start: 709 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
717. VALUATION OF MORTGAGE INSURANCE CONTRACTS WITH COUNTERPARTY DEFAULT RISK: REDUCED-FORM APPROACH. Issue 2 (11th March 2014) Authors: Chang, Chia-Chien Journal: ASTIN bulletin Issue: Volume 44:Issue 2(2014) Page Start: 303 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
718. VALUATION OF MORTGAGE INSURANCE CONTRACTS WITH COUNTERPARTY DEFAULT RISK: REDUCED-FORM APPROACH. Issue 2 (11th March 2014) Authors: Chang, Chia-Chien Journal: ASTIN bulletin Issue: Volume 44:Issue 2(2014) Page Start: 303 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
719. Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables. Issue 3 (16th March 2023) Authors: Hanbali, Hamza; Linders, Daniël; Dhaene, Jan Journal: Scandinavian actuarial journal Issue: Volume 2023:Issue 3(2023) Page Start: 219 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
720. VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK. Issue 2 (13th January 2015) Authors: Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang Journal: ASTIN bulletin Issue: Volume 45:Issue 2(2015) Page Start: 355 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗