Time-dynamic evaluations under non-monotone information generated by marked point processes (Q2049553)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Time-dynamic evaluations under non-monotone information generated by marked point processes |
scientific article |
Statements
Time-dynamic evaluations under non-monotone information generated by marked point processes (English)
0 references
27 August 2021
0 references
credit risk modelling
0 references
life insurance modelling
0 references
information restrictions
0 references
optional projections
0 references
infinitesimal martingale representations
0 references
0 references
0 references
0 references
0 references
0 references