scientific article; zbMATH DE number 1093219

zbMATH Open1090.62566MaRDI QIDQ4367901FDOQ4367901

Authors: Werner Hürlimann 

Publication date: 1997

Title of this publication is not available (Why is that?)

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Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (6)

• A survey on some inequalities for expectation and variance
• Non-optimality of a linear combination of proportional and non-proportional reinsurance
• Variance and bias for general loss functions
• Title not available (Why is that?)
• On the Loading of a Stop-Loss Contract: A Correction on Extrapolation and two Stable Price Methods
• Piecewise linear lower and upper bounds for the standard normal first order loss function

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