A new stochastically flexible event methodology with application to proposition 103

DOI10.1016/S0167-6687(98)00046-8zbMath0943.62105OpenAlexW2162100342MaRDI QIDQ1962830

Hwei-Mei Chen, James R. Garven, Patrick L. Brockett

Publication date: 6 September 2000

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(98)00046-8

zbMATH Keywords

ARCHGARCHdynamic market modelcumulative sumsproposition 103

Mathematics Subject Classification ID

Related Items (1)

An Ex Post Assessment of Investor Response to Catastrophes

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