Pricing Participating Inflation Retirement Funds Through Option Modeling and Copulas

Article Properties
Cite
de Melo, Eduardo F. L., and Beatriz V. M. Mendes. “Pricing Participating Inflation Retirement Funds Through Option Modeling and Copulas”. North American Actuarial Journal, vol. 13, no. 2, 2009, pp. 170-85, https://doi.org/10.1080/10920277.2009.10597546.
de Melo, E. F. L., & Mendes, B. V. M. (2009). Pricing Participating Inflation Retirement Funds Through Option Modeling and Copulas. North American Actuarial Journal, 13(2), 170-185. https://doi.org/10.1080/10920277.2009.10597546
de Melo EFL, Mendes BVM. Pricing Participating Inflation Retirement Funds Through Option Modeling and Copulas. North American Actuarial Journal. 2009;13(2):170-85.
Journal Category
Social Sciences
Finance
Refrences
Title Journal Journal Categories Citations Publication Date
Title 1998
Title 1959
Dynamic Asset Pricing Theory 1996
The Estimation Method of Inference Function for Margins for Multivariate Models 1996
Guaranteed Investment Contracts: Risk Analysis and Portfolio Strategies 1992