Correlation and the pricing of risks (Q665786)
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scientific article; zbMATH DE number 6012377
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Correlation and the pricing of risks |
scientific article; zbMATH DE number 6012377 |
Statements
Correlation and the pricing of risks (English)
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6 March 2012
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kernel pricing
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change of measure
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catastrophic risk pricing
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self sufficient filtrations
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0.7483033537864685
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0.7400404214859009
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0.7180033922195435
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0.7136141657829285
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0.7105436325073242
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