![](/img/cover-not-exists.png)
Arbitrage-free premium calculation for extreme losses using the shot noise process and the Esscher transform
Ji-Wook Jang, Yuriy KrvavychVolume:
35
Year:
2004
Language:
english
Pages:
15
DOI:
10.1016/j.insmatheco.2004.05.002
File:
PDF, 140 KB
english, 2004