Property Claim Services by Compound Poisson Process And Inhomogeneous Levy Process
In this paper, stochastic compound Poisson process is employed to value the catastrophic insurance options and model the claim arrival process for catastrophic events, which were written in the loss period , during which the catastrophe took place. Here, a time compound process gives the underlying...
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| Format: | Article |
| Language: | English |
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University of Zakho
2018-03-01
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| Series: | Science Journal of University of Zakho |
| Subjects: | |
| Online Access: | https://sjuoz.uoz.edu.krd/index.php/sjuoz/article/view/47 |