A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles (Q2309772): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 07:41, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles |
scientific article |
Statements
A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles (English)
0 references
1 April 2020
0 references
compound renewal process
0 references
change of measures
0 references
martingale
0 references
martingale measures
0 references
progressively equivalent (martingale) measures
0 references
premium calculation principle
0 references
