Some problems for Clark's model. I. Estimating the non-ruin probability for an insurance company (Q465945)
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scientific article; zbMATH DE number 6361203
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| English | Some problems for Clark's model. I. Estimating the non-ruin probability for an insurance company |
scientific article; zbMATH DE number 6361203 |
Statements
Some problems for Clark's model. I. Estimating the non-ruin probability for an insurance company (English)
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24 October 2014
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stochastic integral with respect to Poisson measure
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arbitrage-free property
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(B,S)-market
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non-ruin probability
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0.8847233
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0.88017434
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0.8747721
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0.8698121
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0.8696843
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0.86907583
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0.8592973
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0.85740626
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