Polynomial extensions of distributions and their applications in actuarial and financial modeling

On a class of polynomials and their appl

On a class of polynomials and their application to actuarial problems

✍ Steffensen, J. F. 📂 Article 📅 1928 🏛 Taylor and Francis Group 🌐 English ⚖ 964 KB

[EAA Series] Backward Stochastic Differe

[EAA Series] Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications || Combined Financial and Insurance Model

✍ Delong, Łukasz 📂 Article 📅 2013 🏛 Springer London 🌐 English ⚖ 202 KB

Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance. Part I of this book presents the theory of BSDEs with Lipschitz generators driven by a Brownian motion and a compensated random measure, with an emphasis on those generated by step proc

[Springer Finance] Financial Modeling, A

[Springer Finance] Financial Modeling, Actuarial Valuation and Solvency in Insurance || Pricing of Financial Assets

✍ Wüthrich, Mario V.; Merz, Michael 📂 Article 📅 2013 🏛 Springer Berlin Heidelberg ⚖ 682 KB

[EAA Series] Backward Stochastic Differe

[EAA Series] Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications || Other Classes of BSDEs

✍ Delong, Łukasz 📂 Article 📅 2013 🏛 Springer London 🌐 English ⚖ 330 KB

Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance. Part I of this book presents the theory of BSDEs with Lipschitz generators driven by a Brownian motion and a compensated random measure, with an emphasis on those generated by step proc

New models of trader beliefs and their a

New models of trader beliefs and their application for explaining financial bubbles

✍ Zhiping Chen; Qihong Duan 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 760 KB

[EAA Series] Backward Stochastic Differe

[EAA Series] Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications || Linear BSDEs and Predictable Representations of Insurance Payment Processes

✍ Delong, Łukasz 📂 Article 📅 2013 🏛 Springer London 🌐 English ⚖ 250 KB

Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance. Part I of this book presents the theory of BSDEs with Lipschitz generators driven by a Brownian motion and a compensated random measure, with an emphasis on those generated by step proc