Zobrazeno 1 - 2
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pro vyhledávání: '"Martyna Zdeb"'
Publikováno v:
Journal of Mathematics in Industry, Vol 14, Iss 1, Pp 1-17 (2024)
Abstract In this paper we build a methodology for pricing of insurance-linked securities which are tied to multiple natural catastrophe perils. As a representative example, we construct a multi-peril catastrophe (CAT) bond which can be linked to the
Externí odkaz:
https://doaj.org/article/72970eb412054884ac88b9651104a667
Autor:
Marek Teuerle, Martyna Zdeb
Publikováno v:
Mathematica Applicanda. 48
The Parisian ruin occurs as the capital of the insurance company is negative longer than a predefined period of time. In this article, we propose a simple and fast technique for calculating the Parisian ruin probability for the Cramer-Lundberg model
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7a71b93e0d26ae28006bc5c45ff36368
https://doi.org/10.14708/ma.v48i2.7069
https://doi.org/10.14708/ma.v48i2.7069