Publications

Type of Publication: Article in Journal

Fair valuation of insurance contracts under Lévy process specifications

Author(s):
R. Kiesel, T. Liebmann, S. Kassberger
Title of Journal:
Insurance: Mathematics and Economics
Volume (Publication Date):
42 (2007)
Number of Issue:
1
pages:
419-433
Link to complete version:
http://www.fbv.kit.edu/symposium/10th/papers/Kiesel_Liebmann_Kassberger%20-%20Fair%20Valuation%20of%20Insurance%20Contracts%20under%20Levy%20Process%20Specifications.pdf
Citation:
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