A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles (Q2309772): Difference between revisions
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Revision as of 03:19, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles |
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A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles (English)
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1 April 2020
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compound renewal process
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change of measures
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martingale
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martingale measures
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progressively equivalent (martingale) measures
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premium calculation principle
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