Open AccessPricing Model for Financial Guaranty Products Using Actuarial Methodology and Most Prudent Principle
Author(s) -
Jinyu Yang,
Weiguo Zhang,
Donglai Li
Publication year - 2014
Publication title -
international journal of financial research
Language(s) - English
Resource type - Journals
eISSN - 1923-4031
pISSN - 1923-4023
DOI - 10.5430/ijfr.v6n1p101
Subject(s) - surety , geometric brownian motion , actuarial science , econometrics , economics , financial services , calibration , finance , mathematics , statistics , economy , diffusion process , service (business)