Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure
Fouad Marri; Edward Furman
| Year of publication: |
2012
|
|---|---|
| Authors: | Marri, Fouad ; Furman, Edward |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 51.2012, 1, p. 151-157
|
| Subject: | Stochastischer Prozess | Stochastic process | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009558174