Showing 41 - 60 results of 147 for search '"actuary"', query time: 0.03s Refine Results
  1. 41

    Pricing Vulnerable Options in the Bifractional Brownian Environment with Jumps by Panhong Cheng, Zhihong Xu

    Published 2021-01-01
    “…We assume that default event occurs when the firm value of the counterparty is less than the default boundary. By using the actuarial approach, analytic formulae for pricing the European vulnerable options are derived. …”
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    Mathematical model for the analysis of environmental risk factors by I. V. Sukhorukova, N. A. Chistyakova

    Published 2023-09-01
    “…The development of a dynamic model is based on the methods of probability theory, actuarial mathematics and, accordingly, on the, numerical methods and simulation methods. …”
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