journal6 ›› 2005, Vol. 26 ›› Issue (3): 76-78.

• Mathematics • Previous Articles     Next Articles

A Special Model for Insurance and  Financial Pricing


  1. (College of Mathematical Science and Computing Technique,Central South University,Changsha 410083,China)
  • Online:2005-07-15 Published:2012-09-22

Abstract: A representation is established between financial prices and insurance premiums under the underlying risk model by using Fourier transform.

Key words: financial risk, insurance risk, arbitrage free pricing, compound Poission process, Fourier transform

WeChat e-book chaoxing Mobile QQ