Work

Analytical pricing of time dependent stop-loss reinsurance and exposure curves under time-changed Brownian motion

Year: 2026

Type: article

Source: Japan Journal of Industrial and Applied Mathematics

DOI: 10.1007/s13160-026-00811-z

Authors: Bilgi Yilmaz, Ali Alper Hekimoglu, Omur Ugur

Institutions: Kahramanmaraş Sütçü İmam University, European Investment Bank, Middle East Technical University

Language: English

Topic: Probability and Risk Models

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W7169807954

FWCI:

Cites: 29

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Related to: 10