Type of Publication: Article in Journal

Fair valuation of insurance contracts under Lévy process specifications

Author(s):

Kiesel, R.; Liebmann, T.; Kassberger, S.

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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