Tumilewicz, Joanna
- Pricing insurance drawdown-type contracts with underlying Lévy assets
2017/01/07 by Palmowski, Zbigniew, Tumilewicz, Joanna · 2 citations
#FOS: Economics and business #FOS: Mathematics #Pricing of Securities (q-fin.PR) #Probability (math.PR)
- Fair valuation of L 'evy-type drawdown-drawup contracts with general\n insured and penalty functions
2017/12/12 by Zbigniew Palmowski, Palmowski, Zbigniew, Joanna Tumilewicz +1 · 2 citations
Economics, Econometrics and Finance · Social Sciences · #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Pricing of Securities (q-fin.PR) #Probability (math.PR) #Stochastic processes and financial applications