A class of complete benchmark models with intensity-based jumps (Q4819433): Difference between revisions
From MaRDI portal
Latest revision as of 20:03, 6 June 2024
scientific article; zbMATH DE number 2103343
Language | Label | Description | Also known as |
---|---|---|---|
English | A class of complete benchmark models with intensity-based jumps |
scientific article; zbMATH DE number 2103343 |
Statements
A class of complete benchmark models with intensity-based jumps (English)
0 references
24 September 2004
0 references
benchmark model
0 references
jump diffusions
0 references
growth-optimal portfolio
0 references
event risk premium
0 references
fair pricing
0 references
actuarial pricing
0 references
insurance
0 references
0 references
0 references