An insurance risk model with stochastic volatility
Year of publication: |
2010
|
---|---|
Authors: | Chi, Yichun ; Jaimungal, Sebastian ; Lin, X. Sheldon |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 46.2010, 1, p. 52-66
|
Subject: | Theorie | Theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Risikomodell | Risk model | Versicherung | Insurance |
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