On the modelling of nested risk-neutral stochastic processes with applications in insurance (Q5373909): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 00:41, 9 February 2024
scientific article; zbMATH DE number 6856769
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the modelling of nested risk-neutral stochastic processes with applications in insurance |
scientific article; zbMATH DE number 6856769 |
Statements
On the modelling of nested risk-neutral stochastic processes with applications in insurance (English)
0 references
6 April 2018
0 references
state space hidden Markov
0 references
nested simulations
0 references
risk-neutral valuation
0 references
robust calibration
0 references
Heston
0 references
solvency II
0 references
