机译:索赔时间中具有随机索赔到达强度的巨灾期权定价
Department of Finance, California State University, Fullerton, United States;
Department of Finance and Law, California State University, Los Angeles, United States;
Department of Finance, California State University, Fullerton, United States;
catastrophe insurance derivatives; stochastic claim arrival; operational time; trinomial tree; stochastic time change; binomial tree with random time steps; option pricing;
机译:具有随机到达强度和标的资产未交易的次级二项式期权定价
机译:Erlang索赔间隔和连续相互依赖的索赔量的有限时间非破产概率
机译:Erlang索赔间隔和连续相互依赖的索赔额的有限时间非破产概率
机译:使用伽玛分布定价物业索赔服务(PC)灾难保险选择
机译:在随机和连续空间和时间的随机优势选择,随机和确定性波动性与恒定风险厌恶的定价
机译:前瞻性队列研究:在机动车事故中遭受非灾难性伤害后要求关闭的时间预测因素:
机译:强调巨灾损失选择的平均利率索赔