Work

Fair Valuation of Participating Life Insurance Contracts with Jump Risk

Year: 2008

Type: article

Source: The Geneva Risk and Insurance Review

DOI: 10.1057/grir.2008.11

Authors: Olivier Le Courtois, François Quittard-Pinon

Institution: École de management de Lyon

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W1993436549

FWCI: 3.596

Cites: 36

Cited by: 17

Related to: 10