Risk minimization with inflation and interest rate risk: applications to non-life insurance
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Publication:3077731
DOI10.1080/03461230802281047zbMath1224.91177MaRDI QIDQ3077731
Pierre Devolder, Jérôme Barbarin, Tanguy de Launois
Publication date: 22 February 2011
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461230802281047
marked point process; risk minimization; inflation risk; non-life insurance; beta-Stacy process; ALM
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
91G50: Corporate finance (dividends, real options, etc.)
Cites Work
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