6th International Congress on Insurance: Mathematics & Economics, Date: 2002/07/15 - 2002/07/17, Location: Lisbon, Portugal
Publication date:
2002-07-01
Volume:
32
Pages:
155 -
156
Publisher:
Elsevier
Insurance Mathematics & Economics
Author:
Goovaerts, Marc
De Schepper, A ; Decamps, M
Keywords:
Social Sciences, Science & Technology, Physical Sciences, Economics, Mathematics, Interdisciplinary Applications, Social Sciences, Mathematical Methods, Statistics & Probability, Business & Economics, Mathematics, Mathematical Methods In Social Sciences, diffusion processes, transition probability, path integral, comonotonicity, 01 Mathematical Sciences, 14 Economics, 15 Commerce, Management, Tourism and Services, 35 Commerce, management, tourism and services, 38 Economics, 49 Mathematical sciences