Some problems for Clark's model. I. Estimating the non-ruin probability for an insurance company (Q465945)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some problems for Clark's model. I. Estimating the non-ruin probability for an insurance company |
scientific article |
Statements
Some problems for Clark's model. I. Estimating the non-ruin probability for an insurance company (English)
0 references
24 October 2014
0 references
stochastic integral with respect to Poisson measure
0 references
arbitrage-free property
0 references
(B,S)-market
0 references
non-ruin probability
0 references
