Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure (Q2444715): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 22:47, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure |
scientific article |
Statements
Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure (English)
0 references
10 April 2014
0 references
actuarial pricing
0 references
Esscher pricing functional
0 references
compound Poisson processes
0 references
copula-based dependence
0 references
