Polynomial extensions of distributions and their applications in actuarial and financial modeling
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Publication:743164
DOI10.1016/j.insmatheco.2014.01.008zbMath1296.91160OpenAlexW2087951518MaRDI QIDQ743164
Publication date: 22 September 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2014.01.008
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Cites Work
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- Weighted premium calculation principles
- Weighted risk capital allocations
- On polynomial extension of t-distribution and its financial applications
- A generalization of Student'st-distribution from the viewpoint of special functions
- CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS
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