A discrete time benchmark approach for insurance and finance

Buhlmann, H Platen, E

Permalink

Open Access

Copyright Clearance Process

This item is open access.

View statistics

Full metadata record

Field	Value	Language
dc.contributor.author	Buhlmann, H	en_US
dc.contributor.author	Platen, E https://orcid.org/0000-0003-4595-3123	en_US
dc.date.issued	2003-01	en_US
dc.identifier.citation	Astin Bulletin, 2003, 33 (2), pp. 153 - 172	en_US
dc.identifier.issn	0515-0361	en_US
dc.identifier.uri	http://hdl.handle.net/10453/6411
dc.publisher	Peeters Publishing	en_US
dc.relation.ispartof	Astin Bulletin	en_US
dc.relation.isbasedon	10.2143/AST.33.2.503688	en_US
dc.subject.classification	Statistics & Probability	en_US
dc.title	A discrete time benchmark approach for insurance and finance	en_US
dc.type	Journal Article
utslib.citation.volume	2	en_US
utslib.citation.volume	33	en_US
utslib.for	010205 Financial Mathematics	en_US
utslib.for	150201 Finance	en_US
utslib.for	0102 Applied Mathematics	en_US
utslib.for	1502 Banking, Finance and Investment	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
pubs.organisational-group	/University of Technology Sydney/Faculty of Science/School of Mathematical and Physical Sciences
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
utslib.copyright.status	open_access
pubs.consider-herdc	true	en_US
pubs.issue	2	en_US
pubs.volume	33	en_US

Please use this identifier to cite or link to this item: