المؤلفون: Van Weverberg, Christopher

Thesis Advisors: Deelstra, Griselda, Hörmann, Siegfried, Grasselli, Martino, Lefèvre, Claude, Patie, Pierre, Rayée, Grégory, Simon, Thomass, Trufin, Julien

مصطلحات موضوعية: Sciences actuarielles, Guaranteed Annuity Options, Wishart processes, Explosion time, CBI processes, Hitting times

الاتاحة: http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/216730

المؤلفون: Deelstra, Griselda, Grasselli, Martino, Van Weverberg, Christopher

المصدر: Stochastic models, 35 (1

مصطلحات موضوعية: Sciences actuarielles, Explosion time, Laplace transform, Wishart process

وصف الملف: 1 full-text file(s): application/pdf

Relation: uri/info:doi/10.1080/15326349.2019.1578237; uri/info:scp/85062532251; https://dipot.ulb.ac.be/dspace/bitstream/2013/286918/3/Explosion_time_DGVW.pdf; http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/286918

الاتاحة: http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/286918
https://dipot.ulb.ac.be/dspace/bitstream/2013/286918/3/Explosion_time_DGVW.pdf

المؤلفون: Deelstra, Griselda, Van Weverberg, Christopher, GRASSELLI, MARTINO

المساهمون: Deelstra, Griselda, Grasselli, Martino, Van Weverberg, Christopher

مصطلحات موضوعية: Affine interest rate model, Dependence, Guaranteed Annuity Option, Stochastic mortality, Wishart proce, Statistics and Probability, Economics and Econometric, Statistics, Probability and Uncertainty

وصف الملف: STAMPA

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000390078300020; volume:71; firstpage:205; lastpage:219; numberofpages:15; journal:INSURANCE MATHEMATICS & ECONOMICS; http://hdl.handle.net/11577/3209077; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-84991205111; http://www.elsevier.com/locate/insmatheco

الاتاحة: http://hdl.handle.net/11577/3209077
https://doi.org/10.1016/j.insmatheco.2016.09.010
http://www.elsevier.com/locate/insmatheco

المؤلفون: Deelstra, Griselda, Grasselli, Martino, Van Weverberg, Christopher

المصدر: SSRN Electronic Journal ; ISSN 1556-5068

الاتاحة: http://dx.doi.org/10.2139/ssrn.2667939

المؤلفون: Deelstra, Griselda, Grasselli, Martino, Van Weverberg, Christopher

المصدر: SSRN Electronic Journal ; ISSN 1556-5068

الاتاحة: http://dx.doi.org/10.2139/ssrn.2542185

المؤلفون: Deelstra, Griselda, Hörmann, Siegfried, Grasselli, Martino, Lefèvre, Claude, Patie, Pierre, Rayée, Grégory, Simon, Thomass, Trufin, Julien, Van Weverberg, Christopher

مصطلحات الفهرس: Sciences actuarielles, Guaranteed Annuity Options, Wishart processes, Explosion time, CBI processes, Hitting times, info:eu-repo/semantics/doctoralThesis, info:ulb-repo/semantics/doctoralThesis, info:ulb-repo/semantics/openurl/vlink-dissertation

URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/216730/4/these_Van_Weverberg_Vfin.pdf
https://dipot.ulb.ac.be/dspace/bitstream/2013/216730/5/TDM_Van_Weverberg.pdf
https://dipot.ulb.ac.be/dspace/bitstream/2013/216730/6/contratVanWeverberg.pdf
http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/216730
http://worldcat.org/search?q=on:EQY+http://difusion-oai.ulb.ac.be/oai/request+DCG_ENTIRE_REPOSITORY+CNTCOLL

المؤلفون: Deelstra, Griselda, Grasselli, Martino, Van Weverberg, Christopher

Relation: http://www.sciencedirect.com/science/article/pii/S0167668716301664

الاتاحة: http://www.sciencedirect.com/science/article/pii/S0167668716301664