Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Mohammed El-arbi Khalfallah"'
Publikováno v:
Boletim da Sociedade Paranaense de Matemática, Vol 41 (2022)
We show that integration by parts formulas based on Malliavin-Skorohod calculus techniques for additive processes help us to compute quantities like ${\E}(L_T h(L_T))$ for different suitable functions $h$ and different models for the cumulative loss
Externí odkaz:
https://doaj.org/article/73e6605d682c41e28f1dff20e1ba2205
