scientific article; zbMATH DE number 3005430
From MaRDI portal
Publication:4481937
zbMath0004.36101MaRDI QIDQ4481937
Publication date: 1932
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (25)
Small sample asymptotics: A review with applications to robust statistics ⋮ Esscher-transformed Laplace distribution revisited ⋮ Upper bounds on the expected time to ruin and on the expected recovery time ⋮ pTAS distributions with application to risk management ⋮ A Hidden Markov-Modulated Jump Diffusion Model for European Option Pricing ⋮ Asymmetric generalizations of symmetric univariate probability distributions obtained through quantile splicing ⋮ A geometry on the space of probabilities. II: Projective spaces and exponential families ⋮ A geometry on the space of probabilities. I: The finite dimensional case ⋮ Über die risikotheoretischen Grenzen der Versicherbarkeit ⋮ The 3-step hedge-based valuation: fair valuation in the presence of systematic risks ⋮ Cramér-type moderate deviation for Studentized compound Poisson sum ⋮ Reviewing alternative characterizations of Meixner process ⋮ Shot-Noise Processes in Finance ⋮ Marshall-Olkin Esscher transformed Laplace distribution and processes ⋮ Processor sharing: a survey of the mathematical theory ⋮ Pricing participating products under a generalized jump-diffusion model ⋮ EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION ⋮ Some explicit Krein representations of certain subordinators, including the gamma process ⋮ Actuarial risk measures for financial derivative pricing ⋮ Large deviations ⋮ Estimation of multivariate generalized gamma convolutions through Laguerre expansions ⋮ Pricing contingent claims on stocks driven by Lévy processes ⋮ The Pricing of Credit Default Swaps under a Markov-Modulated Merton’s Structural Model ⋮ Approximate and estimated saddlepoint approximations ⋮ Forward pricing in the shipping freight market
This page was built for publication:
