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

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	77-93
Number of pages	17
Journal	ASTIN Bulletin: The Journal of the IAA
Volume	28
Publication status	Published - 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 = "Cambridge University Press",

}