Ecuaciones de recurrencia estocásticas en el cálculo de la prima de reaseguro Finite Risk.
The aim of this paper is to calculate the renewal premium of finite risk reinsurance under the assumption that the interest rate shows a stochastic evolution. The problem of the convolution of the random variables involved in the calculation of the premium has been solved by simulating claim paths u...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
ASEPUMA. Asociación Española de Profesores Universitarios de Matemáticas aplicadas a la Economía y a la Empresa
2013-06-01
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| Series: | Rect@ |
| Subjects: | |
| Online Access: | http://urls.my/YjtAMX |