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Hedging insurance books - MaRDI portal

Hedging insurance books (Q2520465)

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English
Hedging insurance books
scientific article

    Statements

    title
    Hedging insurance books (English)
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    author
    Peter Carr
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    Dilip B. Madan
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    Michael Melamed
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    Wim Schoutens
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    publication date
    13 December 2016
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    zbMATH Keywords
    acceptable risks
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    bid and ask prices
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    concave distortions
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    variance gamma model
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    risk premiums
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    arrival rates
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    Identifiers

    zbMATH DE Number
    6662974
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    OpenAlex ID
    W3121583830
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