Xiao Wei

Wuhan University - Department of Mathematics

Wuhan

China

SCHOLARLY PAPERS

1

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161

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Scholarly Papers (1)

1.

A Malliavin Calculus Approach to Sensitivity Analysis in Insurance

Number of pages: 15 Posted: 16 May 2004
Nicolas Privault and Xiao Wei
Université de la Rochelle and Wuhan University - Department of Mathematics
Downloads 148 (156,220)

Abstract:

Probabilities of ruin, reserve processes, sensitivity analysis, Malliavin calculus