Dam rain and cumulative gain (Q5302209)

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Item:Q5302209
scientific article; zbMATH DE number 5485782
Language Label Description Also known as
English
Dam rain and cumulative gain
scientific article; zbMATH DE number 5485782

    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
    6 January 2009
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    Mathematics Subject Classification ID
    91B28
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    91B30
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    60G44
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    zbMATH DE Number
    5485782
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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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