Extended reduced-form framework for non-life insurance (Q5055334)
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scientific article; zbMATH DE number 7632612
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extended reduced-form framework for non-life insurance |
scientific article; zbMATH DE number 7632612 |
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Extended reduced-form framework for non-life insurance (English)
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13 December 2022
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non-life insurance
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reduced-form framework
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marked point process
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benchmark approach
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filtration dependence
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market-consistent valuation
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risk mitigation
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