Continuous-time model based on two Wiener processes for calculating insurance linked securities (ILS) underlying a catastrophic loss index (Q5158536)
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scientific article; zbMATH DE number 7413573
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| English | Continuous-time model based on two Wiener processes for calculating insurance linked securities (ILS) underlying a catastrophic loss index |
scientific article; zbMATH DE number 7413573 |
Statements
25 October 2021
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insurance-linked securities
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Wiener process
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incurred-but-not-yet-reported loss amount
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reported loss amount
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0.7506541609764099
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0.7375171184539795
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0.7280706763267517
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0.7253773212432861
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0.7224252820014954
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