A class of complete benchmark models with intensity-based jumps (Q4819433)
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scientific article; zbMATH DE number 2103343
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of complete benchmark models with intensity-based jumps |
scientific article; zbMATH DE number 2103343 |
Statements
A class of complete benchmark models with intensity-based jumps (English)
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24 September 2004
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benchmark model
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jump diffusions
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growth-optimal portfolio
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event risk premium
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fair pricing
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actuarial pricing
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insurance
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