A general class of distortion operators for pricing contingent claims with applications to CAT bonds (Q5228143): Difference between revisions
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Revision as of 19:23, 5 March 2024
scientific article; zbMATH DE number 7091237
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general class of distortion operators for pricing contingent claims with applications to CAT bonds |
scientific article; zbMATH DE number 7091237 |
Statements
A general class of distortion operators for pricing contingent claims with applications to CAT bonds (English)
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9 August 2019
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distortion operator
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Wang transform
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distortion risk measure
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arbitrage-free pricing
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insurance pricing
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contingent claim pricing
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CAT bonds
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