Перегляд за автором "Stenberg, F."

Сортувати за: Порядок: Результатів:

  • Convergence of option rewards for Markov type price processes 
    Silvestrov, D.; Jönsson, H.; Stenberg, F. (2007)
    A general price process represented by a two-component Markov process is considered. Its first component is interpreted as a price process and the second one as an index process controlling the price component. American ...
  • Semi-Markov reward models for disability insurance 
    Stenberg, F.; Manca, R.; Silvestrov, D. (2006)
    A semi-Markov model for disability insurance is described. Statistical evidences of relevance semi-Markov setting are given. High order semi-Markov backward reward models are invented. Applications of these models to ...