TIME DEPENDENT STOP-LOSS REIUNSURANCE AND EXPOSURE CURVES VIA STOCHASTIC JUMP DIFFUSION

MERT Ö. M., KESTEL A. S.

26th International Congress on Insurance: Mathematics and Economics, Edinburgh, Saint Helena, 4 - 07 July 2023, pp.86

  • Publication Type: Conference Paper / Summary Text
  • City: Edinburgh
  • Country: Saint Helena
  • Page Numbers: pp.86
  • Middle East Technical University Affiliated: Yes