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Rosario Monter

Purdue University - Department of Statistics

Visiting Assistant Professor

West Lafayette, IN 47907

United States

HEC University of Lausanne

Quartier Chambronne

Lausanne, Vaud CH-1015

Switzerland

University of the Balearic Islands

Visiting profesor

Edificio Jovellanos, Crtra. Valldemossa, km 7.5

Palma de Mallorca, Illles Balears 07122

Spain

SCHOLARLY PAPERS

1

DOWNLOADS

164

TOTAL CITATIONS

0

Scholarly Papers (1)

1.

The Market Value of Life Insurance Liabilities Under a Regime Switching Process

Number of pages: 30 Posted: 12 Feb 2009
Rosario Monter
Purdue University - Department of Statistics
Downloads 164 (456,852)

Abstract:

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life insurance, market value, switching regimes, option pricing