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Fair Valuation of Modern Insurance Products under GARCH-type Models: From Market Risk to Mortality Risk (Australian Actuarial Research Grant - 2011)


Project

Fair Valuation of Modern Insurance Products under GARCH-type Models: From Market Risk to Mortality Risk (Australian Actuarial Research Grants - 2011)


Researchers

  • Associate Professor Ken Siu (Department of Applied Finance and Actuarial Studies)
  • Associate Professor Xian Zhou (Department of Applied Finance and Actuarial Studies)
  • Associate Professor Leonie Tickle (Department of Applied Finance and Actuarial Studies)