Extended reduced-form framework for non-life insurance (Q5055334): Difference between revisions

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Revision as of 02:32, 31 July 2024

scientific article; zbMATH DE number 7632612
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English
Extended reduced-form framework for non-life insurance
scientific article; zbMATH DE number 7632612

    Statements

    Extended reduced-form framework for non-life insurance (English)
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    13 December 2022
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    non-life insurance
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    reduced-form framework
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    marked point process
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    benchmark approach
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    filtration dependence
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    market-consistent valuation
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    risk mitigation
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    Identifiers

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