Yang, Fenghao
- Exponential functionals of Levy processes and variable annuity guaranteed benefits
2016/10/03 by Runhuan Feng, Alexey Kuznetsov, Feng, Runhuan +3 · 2 citations
Economics, Econometrics and Finance · Social Sciences · #60G51 #91B30 #Complex Systems and Time Series Analysis #FOS: Economics and business #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Pricing of Securities (q-fin.PR) #Probability (math.PR) #Stochastic processes and financial applications