From ruin theory to pricing reset guarantees and perpetual put options (Q1293806): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | From ruin theory to pricing reset guarantees and perpetual put options |
scientific article |
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From ruin theory to pricing reset guarantees and perpetual put options (English)
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10 July 2000
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collective risk theory
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surplus process
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ruin probability
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Lundberg's fundamental equation
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Laplace transforms
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martingales
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optional sampling theorem
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