Pricing industry loss warranties in a Lévy-Frailty framework (Q2010906)
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scientific article; zbMATH DE number 7138035
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| English | Pricing industry loss warranties in a Lévy-Frailty framework |
scientific article; zbMATH DE number 7138035 |
Statements
Pricing industry loss warranties in a Lévy-Frailty framework (English)
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28 November 2019
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natural catastrophe risk
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industry loss warranties
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risk-neutral valuation
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Lévy-Frailty model
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stochastic time change
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