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Dam rain and cumulative gain - MaRDI portal

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Dam rain and cumulative gain (Q5072615)

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scientific article; zbMATH DE number 5485782
Language Label Description Also known as
English
Dam rain and cumulative gain
scientific article; zbMATH DE number 5485782

    Statements

    title
    Dam rain and cumulative gain (English)
    0 references
    author
    Dorje C. Brody
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    Lane P. Hughston
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    Andrea Macrina
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    publication date
    29 April 2022
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    6 January 2009
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    zbMATH Keywords
    asset pricing
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    insurance claim reserves
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    credit portfolio risk
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    gamma bridge process
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    beta distribution
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    reinsurance
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    Identifiers

    zbMATH Open document ID
    1489.91293
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    1151.91486
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    Mathematics Subject Classification ID
    91G40
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    91G20
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    91G05
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    91B28
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    91B30
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    60G44
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    zbMATH DE Number
    7516339
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    5485782
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    OpenAlex ID
    W4214716011
    0 references
    W2135909826
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    arXiv ID
    0710.2775
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    Wikidata QID
    Q62272451
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