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The Actuary
assumption for underlying assets in the context of a “dynamic” version of Gerber-Shiu’s option-pricing model ... “On Pricing Derivatives under GARCH Models: A Dynamic Gerber-Shiu’s Approach.” The model proposed is ...- Authors: Christian J DesRochers, Mark E Litow, Patrick J Dunks, Loretta Jacobs, Eric P Goetsch, Scott Weltz
- Date: Jun 2004
- Publication Name: The Actuary Magazine
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The Actuary
The Actuary Full version of The Actuary Newsletter Volume 38, Number 1 - January 2004 27191 1/1/2004 ... as follows: • Enterprise Risk Management and Dynamic Financial Analysis • Health and Managed Care ...- Authors: Steven Abbs, A Norman Crowder, Dawn E Helwig, James O'Connor, Neil A Parmenter, John W Phelan, James Stoltzfus, Loretta Jacobs
- Date: Jan 2004
- Publication Name: The Actuary Magazine