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Results 31-32 of 32 (Search time: 0.015 seconds).
SSCI
SCOPUS
Multi-step reflection principle and barrier options
Lee, Hangsuck; Lee, Gaeun;
Song, Seongjoo
Article
Issue Date
2022
Citation
JOURNAL OF FUTURES MARKETS, v.42, no.4, pp.692 - 721
Publisher
WILEY
KCI
손해보험사의 재보험료 산출을 위한 손해분포의 적합
박상균;
송성주
Article
Issue Date
2019
Citation
보험학회지, no.119, pp.101 - 138
Publisher
한국보험학회
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Author
Lee, Hangsuck
4
Song, Jongwoo
4
송종우
4
Yoon, Jeongyoen
3
Lee, Gaeun
2
Byun, Kiwoong
1
Jeong, Jaehong
1
Kim, Eunchae
1
Kim, Jiyeon
1
Ko, Bangwon
1
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Subject
normal inverse Gaussian distribution
5
Option pricing
5
Value at Risk
5
Esscher transform
4
공무원연금제도
4
모의실험
4
Black-Scholes model
3
copula
3
default probability
3
EQUITY-INDEXED ANNUITIES
3
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Date Issued
2020 - 2022
7
2010 - 2019
22
2008 - 2009
3
Language
English
16
Korean
16
Journal
응용통계연구
8
Communications for Statistical Ap...
6
Journal of The Korean Data Analys...
4
Journal of the Korean Statistical...
3
Computational Statistics and Data...
2
리스크관리연구
2
Journal of Econometrics
1
Journal of Futures Markets
1
Mathematics and Financial Economics
1
North American Journal of Economi...
1
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Journal Index
kci
25
scopus
13
scie
8
ssci
4
other
2
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