Risk-minimizing hedging strategies for insurance payment processes
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Publication:5957679
DOI10.1007/s007800100041zbMath0983.62076OpenAlexW2130906284MaRDI QIDQ5957679
Publication date: 13 March 2002
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s007800100041
Applications of statistics to actuarial sciences and financial mathematics (62P05) Signal detection and filtering (aspects of stochastic processes) (60G35) Martingales with continuous parameter (60G44)
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