A Malliavin calculus approach to sensitivity analysis in insurance (Q2485535)
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scientific article; zbMATH DE number 2192307
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| default for all languages | No label defined |
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| English | A Malliavin calculus approach to sensitivity analysis in insurance |
scientific article; zbMATH DE number 2192307 |
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A Malliavin calculus approach to sensitivity analysis in insurance (English)
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5 August 2005
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Probabilities of ruin
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Reserve processes
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Sensitivity analysis
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Malliavin calculus
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0.8264243602752686
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0.8236238360404968
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0.8074657320976257
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0.7927317023277283
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0.7766969203948975
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