CATASTROPHE INSURANCE DERIVATIVES PRICING USING A COX PROCESS WITH JUMP DIFFUSION CIR INTENSITY (Q4555851): Difference between revisions
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Latest revision as of 10:27, 30 July 2024
scientific article; zbMATH DE number 6983643
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CATASTROPHE INSURANCE DERIVATIVES PRICING USING A COX PROCESS WITH JUMP DIFFUSION CIR INTENSITY |
scientific article; zbMATH DE number 6983643 |
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CATASTROPHE INSURANCE DERIVATIVES PRICING USING A COX PROCESS WITH JUMP DIFFUSION CIR INTENSITY (English)
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23 November 2018
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Cox process
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integrated jump diffusion CIR process
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Laplace transform
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characteristic function
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insurance derivatives
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