A Malliavin calculus approach to sensitivity analysis in insurance (Q2485535)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Malliavin calculus approach to sensitivity analysis in insurance |
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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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