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On the Application of Esscher Transform to the Regime Switching Model
On the Application of Esscher Transform to the Regime Switching Model This is the abstract for the paper on the application of Esscher transform to the Regime Switching Model.- Authors: Mary Hardy, Chao Qiu, Joseph Kim
- Date: Jul 2010
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On the Application of the Wilkie Model to the TSX Price Index
On the Application of the Wilkie Model to the TSX Price Index For insurance companies, modeling the future values of assets and their interactions is useful for setting up asset strategies and ...- Authors: Chao Qiu
- Date: Jul 2007
- Competency: Technical Skills & Analytical Problem Solving
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On the Application of the Wilkie Model to the TSX Price Index
On the Application of the Wilkie Model to the TSX Price Index For insurance companies, modeling the future values of assets and their interactions is useful for setting up asset strategies and ...- Authors: Chao Qiu
- Date: Aug 2007
- Competency: Technical Skills & Analytical Problem Solving