Fair valuation of some equity-linked life insurance contracts under stochastic volatility and jumps
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | 30th International French Finance Association conference (AFFI) |
| Author | Randrianarivony, Rivo, Quittard-Pinon, François |
| Maintainer | CCSD |
| Last Updated | May 10, 2026, 18:23 (UTC) |
| Created | May 10, 2026, 18:23 (UTC) |
| Identifier | halshs-00833155 |
| Language | en |
| contributor | Centre de recherche en économie et management (CREM) ; Université de Caen Normandie (UNICAEN) ; Normandie Université (NU)-Normandie Université (NU)-Université de Rennes (UR)-Centre National de la Recherche Scientifique (CNRS) |
| coverage | Lyon, France |
| creator | Randrianarivony, Rivo |
| date | 2013-05-28T00:00:00 |
| harvest_object_id | 0236b814-f248-48b6-bd11-ce6fa3f6fbb5 |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2025-04-09T00:00:00 |
| set_spec | type:COMM |