Open AccessThe model of insurance premium rates of motorcycle payment futures contract by using quasi Monte Carlo simulation method and spot future Parity theorem
Author(s) -
Faizal Hafiz Fadilah,
Dodi Devianto
Publication year - 2020
Publication title -
aip conference proceedings
Language(s) - English
Resource type - Conference proceedings
SCImago Journal Rank - 0.177
H-Index - 75
eISSN - 1551-7616
pISSN - 0094-243X
DOI - 10.1063/5.0032180
Subject(s) - monte carlo method , futures contract , spot contract , insurance premium , payment , actuarial science , spot market , econometrics , risk premium , economics , financial economics , mathematics , finance , statistics , engineering , electricity , electrical engineering
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