A class of complete benchmark models with intensity-based jumps (Q4819433): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 01:39, 8 February 2024
scientific article; zbMATH DE number 2103343
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of complete benchmark models with intensity-based jumps |
scientific article; zbMATH DE number 2103343 |
Statements
A class of complete benchmark models with intensity-based jumps (English)
0 references
24 September 2004
0 references
benchmark model
0 references
jump diffusions
0 references
growth-optimal portfolio
0 references
event risk premium
0 references
fair pricing
0 references
actuarial pricing
0 references
insurance
0 references
