A martingale approach to premium calculation principles in an arbitrage free market (Q758074): Difference between revisions
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Revision as of 11:26, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A martingale approach to premium calculation principles in an arbitrage free market |
scientific article |
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A martingale approach to premium calculation principles in an arbitrage free market (English)
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1989
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risk neutral probability distribution
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predictable process
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progressively equivalent probability distributions
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arbitrage free model
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martingale equivalent probability distributions
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compound Poisson process
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premium calculation principles
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