Subject
Applied Mathematics,Modeling and Simulation,Numerical Analysis,General Computer Science,Theoretical Computer Science
Reference31 articles.
1. Modeling and Pricing in Financial Markets for Weather Derivatives, vol. 17;Benth,2012
2. Actuarial Mathematics;Bowers,1986
3. Monte Carlo methods for security pricing;Boyle;J. Econom. Dynam. Control,1997
4. An integrated approach to pricing catastrophe reinsurance;Chang;Risks,2017
5. Optimal investment and proportional reinsurance in a regime-switching market model under forward preferences;Colaneri;Mathematics,2021