Nan Wang

City University London - Faculty of Actuarial Science

London

United Kingdom

SCHOLARLY PAPERS

2

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CROSSREF CITATIONS

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Scholarly Papers (2)

1.

Modelling and Valuation of Guarantees in With-Profit and Unitised with Profit Life Insurance Contracts

Cass Business School Research Paper
Number of pages: 27 Posted: 28 Nov 2005
City University London - Faculty of Actuarial Science, Sir John Cass Business School - City, University of London and City University London - Faculty of Actuarial Science
Downloads 352 (88,897)
Citation 14

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Contingent Claim theory, Fair valuation, Participating contracts

2.

Guarantees in With-Profit and Unitized With-Profit Life Insurance Contracts: Fair Valuation Problem in Presence of the Default Option

Journal of Risk and Insurance, Vol. 73, No. 1, pp. 97-121, March 2006
Number of pages: 25 Posted: 08 May 2006
Sir John Cass Business School - City, University of London, City University London - Faculty of Actuarial Science and City University London - Faculty of Actuarial Science
Downloads 18 (558,799)
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