no code implementations • 9 Dec 2022 • Katharina Oberpriller, Moritz Ritter, Thorsten Schmidt
In this setting, we describe conditional dependence by means of copulas and illustrate how the ${Q}\mathscr{P}$-evaluation can be used for the pricing of hybrid insurance products.
no code implementations • 28 Dec 2020 • David Criens, Moritz Ritter
We consider analytically weak solutions to semilinear stochastic partial differential equations with non-anticipating coefficients driven by cylindrical Brownian motion.
Probability
