Stochastic modeling and fair valuation of drawdown insurance

Hongzhong Zhang, Tim Leung, Olympia Hadjiliadis

Open source

DOI: 10.1016/j.insmatheco.2013.10.006
Published: 2013-11
Container: Insurance: Mathematics and Economics
Publisher: Elsevier BV
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1016/j.insmatheco.2013.10.006,
  title = {Stochastic modeling and fair valuation of drawdown insurance},
  author = {Hongzhong Zhang and Tim Leung and Olympia Hadjiliadis},
  year = {2013},
  journal = {Insurance: Mathematics and Economics},
  doi = {10.1016/j.insmatheco.2013.10.006},
  url = {https://doi.org/10.1016/j.insmatheco.2013.10.006}
}

RIS

TY  - JOUR
TI  - Stochastic modeling and fair valuation of drawdown insurance
AU  - Hongzhong Zhang
AU  - Tim Leung
AU  - Olympia Hadjiliadis
PY  - 2013
JO  - Insurance: Mathematics and Economics
DO  - 10.1016/j.insmatheco.2013.10.006
UR  - https://doi.org/10.1016/j.insmatheco.2013.10.006
ER  -

APA

Zhang, H., Leung, T., & Hadjiliadis, O. (2013). Stochastic modeling and fair valuation of drawdown insurance. Insurance: Mathematics and Economics. https://doi.org/10.1016/j.insmatheco.2013.10.006

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crossref · retrieved 2026-09-25T20:29:59.342Z