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On valuing participating life insurance contracts with conditional heteroscedasticity
T.K. Siu,
John Lau
, H. Yang
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Article
2
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Dive into the research topics of 'On valuing participating life insurance contracts with conditional heteroscedasticity'. Together they form a unique fingerprint.
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Business & Economics
Conditional Heteroscedasticity
Conditional Volatility
Insurance Contract
Life Insurance
GARCH Model
Leverage Effect
Fair Value
Esscher Transform
Sensitivity Analysis
Conditional Model
ARCH Models
Asymmetric Effects
Volatility Models
Time-varying
Innovation