Scaled insurance cash flows: representation and computation via change of measure techniques
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Finance,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s00780-022-00472-z.pdf
Reference23 articles.
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4. Buchardt, K., Møller, T., Schmidt, K.: Cash flows and policyholder behaviour in the semi-Markov life insurance setup. Scand. Actuar. J. 2015, 660–688 (2015)
5. Carr, P., Fisher, T., Ruf, J.: On the hedging of options on exploding exchange rates. Finance Stoch. 18, 115–144 (2014)
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