Time dependent stop-loss reinsurance and exposure curves (Q2226274): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.cam.2020.113348 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3117652289 / rank | |||
Normal rank |
Revision as of 18:39, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Time dependent stop-loss reinsurance and exposure curves |
scientific article |
Statements
Time dependent stop-loss reinsurance and exposure curves (English)
0 references
11 February 2021
0 references
stop-loss reinsurance
0 references
geometric Brownian motion
0 references
exposure curves
0 references
dynamic MLE
0 references
dynamic ARIMA
0 references