Pricing insurance drawdown-type contracts with underlying Lévy assets (Q1742698)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing insurance drawdown-type contracts with underlying Lévy assets |
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Pricing insurance drawdown-type contracts with underlying Lévy assets (English)
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12 April 2018
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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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