Contagion modeling between the financial and insurance markets with time changed processes

This study analyzes the impact of contagion between financial and non-life insurance markets on the asset–liability management policy of an insurance company. The indirect dependence between these markets is modeled by assuming that the assets return and non-life insurance claims are led respectivel...

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Detalles Bibliográficos
Autor principal: Hainaut, Donatien
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2017
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7114210/
https://www.ncbi.nlm.nih.gov/pubmed/32287560
http://dx.doi.org/10.1016/j.insmatheco.2017.02.011

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7114210/
https://www.ncbi.nlm.nih.gov/pubmed/32287560
http://dx.doi.org/10.1016/j.insmatheco.2017.02.011

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