Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Elias S. W. Shiu A.S.A."'
Publikováno v:
North American Actuarial Journal. 7:96-101
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fe43b99c9eedd3e12388a854050a2473
https://doi.org/10.1080/10920277.2003.10596122
https://doi.org/10.1080/10920277.2003.10596122
Publikováno v:
North American Actuarial Journal. 7:60-77
Consider an American option that provides the amount if it is exercised at time t, t ≥0. For simplicity of language, we interpret S1(t) and S2(t) as the prices of two stocks. The option payoff is guaranteed not to fall below the price of stock 1 an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0916fe90898a5d25b18661dd87dd16ce
https://doi.org/10.1080/10920277.2003.10596087
https://doi.org/10.1080/10920277.2003.10596087
Publikováno v:
North American Actuarial Journal. 7:48-66
Pricing exotic options or guarantees in equity-indexed annuities can be problematic. The authors present closed-form formulas for pricing lookback options and dynamic guarantees that facilitate the hedging and reserving for such products. The princip
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c41ba1745dcdc1a879a2c84465197603
https://doi.org/10.1080/10920277.2003.10596076
https://doi.org/10.1080/10920277.2003.10596076
Publikováno v:
North American Actuarial Journal. 7:38-47
This paper presents an integration-by-parts proof of the Hattendorff theorem in the general fully continuous insurance model. The proof motivates a derivation of the theorem in the general fully discrete insurance model. Increments of a martingale ov
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::02cc39140387ba94f4b187447ec54714
https://doi.org/10.1080/10920277.2003.10596075
https://doi.org/10.1080/10920277.2003.10596075
Autor:
Ya-Chun Huang, Elias S. W. Shiu A.S.A.
Publikováno v:
North American Actuarial Journal. 5:153-157
(2001). “Pricing Dynamic Investment Fund Protection,” Hans U. Gerber and Gerard Pafumi, April 2000. North American Actuarial Journal: Vol. 5, No. 1, pp. 153-157.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e7d7ec1193c1919ca953a5a266ab33c9
https://doi.org/10.1080/10920277.2001.10595977
https://doi.org/10.1080/10920277.2001.10595977
Publikováno v:
North American Actuarial Journal. 4:164-169
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a403d04f121682466c8e6ce9d4c177a0
https://doi.org/10.1080/10920277.2000.10595947
https://doi.org/10.1080/10920277.2000.10595947
Publikováno v:
North American Actuarial Journal. 5:49-51
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::630f4d37a09e237718b975ed80b5fa2d
https://doi.org/10.1080/10920277.2001.10595997
https://doi.org/10.1080/10920277.2001.10595997