Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions (Q1987324)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions |
scientific article |
Statements
Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions (English)
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14 April 2020
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insurance contract
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fair valuation
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drawdown
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drawup
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Lévy process
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optimal stopping
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