Contagion modeling between the financial and insurance markets with time changed processes (Q2397853)
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scientific article; zbMATH DE number 6722897
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Contagion modeling between the financial and insurance markets with time changed processes |
scientific article; zbMATH DE number 6722897 |
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Contagion modeling between the financial and insurance markets with time changed processes (English)
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24 May 2017
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self-exciting process
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Cramér-Lundberg risk model
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stochastic optimal control
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time-changed Lévy process
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asset-liability management
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0.88316464
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0.8753989
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0.8678217
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0.86117554
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0.8560928
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0.85333943
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