Publication:5435861
From MaRDI portal
zbMath1174.62560MaRDI QIDQ5435861
Rong-Ming Wang, Lin-Yi Qian, Jingyu Liao
Publication date: 14 January 2008
Esscher transformation; participation rate; annual reset; martingale probability measures; point to point method
62P05: Applications of statistics to actuarial sciences and financial mathematics