Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions (Q1987324)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions |
scientific article |
Statements
Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions (English)
0 references
14 April 2020
0 references
insurance contract
0 references
fair valuation
0 references
drawdown
0 references
drawup
0 references
Lévy process
0 references
optimal stopping
0 references
0 references
0 references
