Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure (Q2444715)
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| Language | Label | Description | Also known as |
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| English | Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure |
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Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure (English)
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10 April 2014
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actuarial pricing
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Esscher pricing functional
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compound Poisson processes
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copula-based dependence
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