A class of distortion operations for pricing financial and insurance risks
Year of publication: |
2000
|
---|---|
Authors: | Wang, Shaun S. |
Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 67.2000, 1, p. 15-36
|
Subject: | Risiko | Risk | Risikomodell | Risk model | Risikoprämie | Risk premium | CAPM | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
-
Schott, Winfried, (1997)
-
Market pricing of longevity-linked securities
Tang, Sixian, (2021)
-
Risk management under a prudential policy
Assa, Hirbod, (2015)
- More ...
-
Equilibrium pricing transforms - new results using Buhlmann`s 1980 economic model
Wang, Shaun S., (2003)
-
A Universal Framework for Pricing Financial and Insurance Risks
Wang, Shaun S., (2002)
-
A Universal Framework For Pricing Financial And Insurance Risks
Wang, Shaun S., (2001)
- More ...