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