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Arbitrage-free catastrophe reinsurance valuation for compound dynamic contagion claims

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Jang, Jiwook, Laub, Patrick J., Siu, Tak Kuen, Zhao, Hongbiao
Format:	Preprint
Publié:	2025
Sujets:	Risk Management Probability Statistics Theory Mathematical Finance
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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