Zobrazeno 1 - 10
of 452
pro vyhledávání: '"Quittard Pinon A"'
Autor:
QUITTARD-PINON, François1,2,3 quittard@univ-lyon1.fr, RANDRIANARIVONY, Rivo1,2,3 rrandria@gmail.com
Publikováno v:
Finance. 2010, Vol. 31 Issue 1, p33-53. 21p. 4 Graphs.
Publikováno v:
The Journal of Risk and Insurance, 2017 Mar 01. 84(1), 209-238.
Externí odkaz:
https://www.jstor.org/stable/26482958
Autor:
Quittard-Pinon, François1,2 quittard@univ-lyon1.fr, Randrianarivony, Rivo1,2 rrandria@gmail.com
Publikováno v:
International Journal of Business. Sep2008, Vol. 13 Issue 4, p301-314. 14p. 5 Charts, 2 Graphs.
Publikováno v:
The Geneva Risk and Insurance Review, 2011 Jun 01. 36(1), 51-73.
Externí odkaz:
https://www.jstor.org/stable/24712662
Publikováno v:
Decisions in Economics and Finance. 43:303-339
This paper develops a transform-based approach for the pricing of participating life insurance contracts with a constant or floating guaranteed rate. Our analysis incorporates credit, market (jump), and economic (regime switching) risks, where the ev
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::79722fb9a77454623ac89b7168b68226
https://doi.org/10.1007/s10203-020-00276-w
https://doi.org/10.1007/s10203-020-00276-w
Publikováno v:
The Geneva Risk and Insurance Review, 2008 Dec 01. 33(2), 106-136.
Externí odkaz:
https://www.jstor.org/stable/41953482
Publikováno v:
The Geneva Risk and Insurance Review, 2005 Dec 01. 30(2), 129-146.
Externí odkaz:
https://www.jstor.org/stable/41953447
Autor:
QUITTARD-PINON, François1 quittard@univ-lyon1.fr, RANDRIANARIVONY, Rivo2 rrandria@gmail.com
Publikováno v:
Finance. 2008, Vol. 29 Issue 2, p103-130. 28p. 7 Charts.
Autor:
Francois Quittard-Pinon1
Publikováno v:
GENEVA Papers on Risk & Insurance - Theory. Dec1994, Vol. 19 Issue 2, p153-156. 4p.
Publikováno v:
In Journal of Economic Dynamics and Control 2008 32(9):2903-2938