Issue Date | Title | Author(s) | Relation | scopus | WOS | Fulltext/Archive link |
---|---|---|---|---|---|---|
2010 | Evaluating quantile reserve for equity-linked insurance in a stochastic volatility model: long vs. short memory | Ho, Hwai-Chung ; Yang, Sharon S.; Liu, Fang-I | ASTIN BULLETIN 40(2), 669-698 |