From ruin theory to pricing reset guarantees and perpetual put options

Hans U. Gerber and Elias S. W. Shiu

Insurance: Mathematics and Economics, 1999, vol. 24, issue 1-2, 3-14

Date: 1999
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Insurance: Mathematics and Economics is currently edited by R. Kaas, Hansjoerg Albrecher, M. J. Goovaerts and E. S. W. Shiu

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