Pricing cumulative loss derivatives under additive models via Malliavin calculus (Q6194623)
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scientific article; zbMATH DE number 7805578
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing cumulative loss derivatives under additive models via Malliavin calculus |
scientific article; zbMATH DE number 7805578 |
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Pricing cumulative loss derivatives under additive models via Malliavin calculus (English)
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16 February 2024
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insurance derivatives
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risk measures
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loss process
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Malliavin-Skorohod calculus
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additive processes
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Lévy processes
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