Actuarial risk measures for financial derivative pricing

M.J. Goovaerts, R.J.A. Laeven

Research output: Contribution to journalArticleScientificpeer-review

48 Citations (Scopus)
Original languageEnglish
Pages (from-to)540-547
JournalInsurance: Mathematics & Economics
Volume42
Issue number2
Publication statusPublished - 2008

Cite this

Goovaerts, M. J., & Laeven, R. J. A. (2008). Actuarial risk measures for financial derivative pricing. Insurance: Mathematics & Economics, 42(2), 540-547.