Pricing industry loss warranties in a Lévy-Frailty framework (Q2010906)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing industry loss warranties in a Lévy-Frailty framework |
scientific article |
Statements
Pricing industry loss warranties in a Lévy-Frailty framework (English)
0 references
28 November 2019
0 references
natural catastrophe risk
0 references
industry loss warranties
0 references
risk-neutral valuation
0 references
Lévy-Frailty model
0 references
stochastic time change
0 references
