From ruin theory to pricing reset guarantees and perpetual put options (Q1293806)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: From ruin theory to pricing reset guarantees and perpetual put options |
scientific article; zbMATH DE number 1310296
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | From ruin theory to pricing reset guarantees and perpetual put options |
scientific article; zbMATH DE number 1310296 |
Statements
From ruin theory to pricing reset guarantees and perpetual put options (English)
0 references
10 July 2000
0 references
collective risk theory
0 references
surplus process
0 references
ruin probability
0 references
Lundberg's fundamental equation
0 references
Laplace transforms
0 references
martingales
0 references
optional sampling theorem
0 references
0 references
