Arbitrage-free premium calculation for extreme losses using the shot noise process and the Esscher transform
Year of publication: |
2004
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Authors: | Jang, Ji-Wook ; Krvavych, Yuriy |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 35.2004, 1, p. 97-111
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Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
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