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Extended reduced-form framework for non-life insurance - MaRDI portal

Extended reduced-form framework for non-life insurance (Q5055334)

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scientific article; zbMATH DE number 7632612
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English
Extended reduced-form framework for non-life insurance
scientific article; zbMATH DE number 7632612

    Statements

    title
    Extended reduced-form framework for non-life insurance (English)
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    author
    Francesca Biagini
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    Yinglin Zhang
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    publication date
    13 December 2022
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    zbMATH Keywords
    non-life insurance
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    reduced-form framework
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    marked point process
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    benchmark approach
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    filtration dependence
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    market-consistent valuation
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    risk mitigation
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    cites work
    Q5715581
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    Q3378427
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    Q4850018
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    Q2852072
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    Identifiers

    DOI
    10.1017/apr.2021.60
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    Mathematics Subject Classification ID
    91G05
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    91G40
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    60H30
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    zbMATH DE Number
    7632612
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    OpenAlex ID
    W3126015154
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    arXiv ID
    1802.07741
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