Remarks on the methodology introduced by Goovaerts et al
type: Item
instance of: scholarly article
title: Remarks on the methodology introduced by Goovaerts et al
zbMATH Open document ID: 0768.62096
DOI: 10.1016/0167-6687(92)90018-7
published in: Insurance Mathematics \& Economics
publication date: 1993-05-16T00:00:00Z
full work available at URL: gd-0001.pdf
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60H99
zbMATH DE Number: 167980
zbMATH Keywords: Lagrange function
zbMATH Keywords: infinitesimal generators
zbMATH Keywords: semigroups
zbMATH Keywords: path integrals
author: Griselda Deelstra
author: Freddy Delbaen
MaRDI profile type: Publication
OpenAlex ID: W1994912147
cites work: A stochastic approach to insurance cycles
cites work: On some exponential functionals of Brownian motion
description: scientific article; zbMATH DE number 167980