Evaluating quantile reserve for equity-linked insurance in a stochastic volatility model: long vs. short memory

請用此 Handle URI 來引用此文件： http://ir.sinica.edu.tw/handle/201000000A/41373

題名:	Evaluating quantile reserve for equity-linked insurance in a stochastic volatility model: long vs. short memory
作者:	Ho, Hwai-Chung Yang, Sharon S. Liu, Fang-I
公開日期:	2010-11-01
關聯:	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
顯示於：	統計科學研究所

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