Pricing insurance premia: a top down approach

DOI10.1007/s10479-019-03459-wzbMath1494.91122OpenAlexW2983107295MaRDI QIDQ2151652

Eymen Errais

Publication date: 5 July 2022

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-019-03459-w

zbMATH Keywords

stochastic modelinginsurancecar accidentsself exciting processes

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items (1)

Optimal feedback control of stock prices under credit risk dynamics

Cites Work

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• CLUSTER-BASED EXTENSION OF THE GENERALIZED POISSON LOSS DYNAMICS AND CONSISTENCY WITH SINGLE NAMES
• Spectra of some self-exciting and mutually exciting point processes

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