@inproceedings{0fc9be202d26409d9f8ed6e74a036bf6,
title = "Joint modeling of inflation and real interest rate dynamics with application to equity-linked investment",
keywords = "Bayesian estimation, equity-linked contract, insurance product, inverse Gaussian distribution, normalinverse, option valuation, regression method, Bayesian estimation, equity-linked contract, insurance product, inverse Gaussian distribution, normalinverse, option valuation, regression method",
author = "Tommi Salminen and Lasse Koskinen and Arto Luoma",
year = "2016",
language = "English",
isbn = "978-90-73592-36-0",
pages = "361--372",
editor = "Ana Colubi and Angela Blanco and Gatu Cristian",
booktitle = "Proceedings of COMPSTAT 2016 : 22nd International Conference on Computational Statistics",
note = "International conference on computational statistics (COMPSTAT) ; Conference date: 01-01-2016",
}