Stable-1/2 Bridges and Insurance
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References listed on IDEAS
- Norberg, Ragnar, 1993. "Prediction of Outstanding Liabilities in Non-Life Insurance1," ASTIN Bulletin, Cambridge University Press, vol. 23(1), pages 95-115, May.
- Norberg, Ragnar, 1999. "Prediction of Outstanding Liabilities II. Model Variations and Extensions," ASTIN Bulletin, Cambridge University Press, vol. 29(1), pages 5-25, May.
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Cited by:
- Andrea Macrina, 2012. "Heat Kernel Framework for Asset Pricing in Finite Time," Papers 1211.0856, arXiv.org, revised Sep 2013.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2010-05-15 (Computational Economics)
- NEP-ECM-2010-05-15 (Econometrics)
- NEP-IAS-2010-05-15 (Insurance Economics)
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