Dam rain and cumulative gain (Q5072615)

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scientific article; zbMATH DE number 7516339
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English
Dam rain and cumulative gain
scientific article; zbMATH DE number 7516339

    Statements

    title
    Dam rain and cumulative gain (English)
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    author
    Dorje C. Brody
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    Lane P. Hughston
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    Andrea Macrina
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    publication date
    29 April 2022
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    Mathematics Subject Classification ID
    91G40
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    91G20
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    91G05
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    zbMATH DE Number
    7516339
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    zbMATH Keywords
    asset pricing
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    insurance claim reserves
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    credit portfolio risk
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    gamma bridge process
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    beta distribution
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    reinsurance
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