Todas las obras relacionadas: Chang, Chia-Chien
Valuation of mortgage insurance contracts with counterparty default risk : reduced-form approach
- Chang, Chia-Chien
- En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 05/05/2014 Volumen 44 Número 2 - mayo 2014
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Valuation of catastrophe equity puts with Markov-modulated poisson processes
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- En: The Journal of risk and insurance. - Nueva York : The American Risk and Insurance Association, 1964- = ISSN 0022-4367. - 01/07/2011 Tomo 78 Número 2 - 2011
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Valuation of catastrophe equity puts with markov-modulated : Poisson Processes
- Chang, Chia-Chien
- En: The Journal of risk and insurance. - Nueva York : The American Risk and Insurance Association, 1964- = ISSN 0022-4367. - 01/06/2011 Tomo 78 Número 2 - 2011
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