Measuring Foreign Exchange Risk in Insurance Transactions

DOI10.1080/10920277.2000.10595905zbMath1083.60514OpenAlexW2014114835MaRDI QIDQ5718094

John I. Mange

Publication date: 13 January 2006

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2000.10595905

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cites Work

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