http://ir.sinica.edu.tw/handle/201000000A/41373
Title: | Evaluating quantile reserve for equity-linked insurance in a stochastic volatility model: long vs. short memory | Authors: | Ho, Hwai-Chung Yang, Sharon S. Liu, Fang-I |
Issue Date: | 2010-11-01 | Relation: | ASTIN BULLETIN 40(2), 669-698 | URI: | http://ir.sinica.edu.tw/handle/201000000A/41373 | ISSN: | http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=Drexel&SrcApp=hagerty_opac&KeyRecord=0515-0361&DestApp=JCR&RQ=IF_CAT_BOXPLOT | URL: | http://www.actuaries.org/LIBRARY/ASTIN/vol40no2/669.pdf |
Appears in Collections: | 統計科學研究所 |
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