A martingale approach to premium calculation principles in an arbitrage free market
- 1 December 1989
- journal article
- Published by Elsevier in Insurance: Mathematics and Economics
- Vol. 8 (4) , 269-277
- https://doi.org/10.1016/0167-6687(89)90002-4
Abstract
No abstract availableThis publication has 1 reference indexed in Scilit:
- Martingales and stochastic integrals in the theory of continuous tradingStochastic Processes and their Applications, 1981