Pages that link to "Item:Q4555851"
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The following pages link to CATASTROPHE INSURANCE DERIVATIVES PRICING USING A COX PROCESS WITH JUMP DIFFUSION CIR INTENSITY (Q4555851):
Displaying 4 items.
- A Cox process with log-normal intensity. (Q1413360) (← links)
- Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity (Q1424705) (← links)
- Utility indifference pricing of insurance catastrophe derivatives (Q1689030) (← links)
- Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation (Q6106004) (← links)