Some applications of Levy processes to stochastic investment models for actuarial use

Terence Chan

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)77-93
Number of pages17
JournalASTIN Bulletin: The Journal of the IAA
Volume28
Publication statusPublished - 1998

Cite this

@article{3a0fee6479614da19e0ea31216416a9b,
title = "Some applications of Levy processes to stochastic investment models for actuarial use",
author = "Terence Chan",
year = "1998",
language = "English",
volume = "28",
pages = "77--93",
journal = "ASTIN Bulletin: The Journal of the IAA",
issn = "0515-0361",
publisher = "Peeters Publishers",

}

Some applications of Levy processes to stochastic investment models for actuarial use. / Chan, Terence.

In: ASTIN Bulletin: The Journal of the IAA, Vol. 28, 1998, p. 77-93.

Research output: Contribution to journalArticle

TY - JOUR

T1 - Some applications of Levy processes to stochastic investment models for actuarial use

AU - Chan, Terence

PY - 1998

Y1 - 1998

M3 - Article

VL - 28

SP - 77

EP - 93

JO - ASTIN Bulletin: The Journal of the IAA

JF - ASTIN Bulletin: The Journal of the IAA

SN - 0515-0361

ER -