On the modelling of nested risk-neutral stochastic processes with applications in insurance (Q5373909): Difference between revisions
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Revision as of 20:01, 5 March 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)
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6 April 2018
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state space hidden Markov
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nested simulations
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risk-neutral valuation
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robust calibration
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Heston
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solvency II
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