Tagged Questions
2
votes
1answer
195 views
What are $d_1$ and $d_2$ for Laplace?
What are the formulae for d1 & d2 using a Laplace distribution?
4
votes
1answer
137 views
Certain probability statement in discrete mathematical finance
Le'ts suppose the following setting:
We have a filtred probability space $(\Omega,\mathcal{F},P,\{\mathcal{F}\}_{k=0,1})$ and an adapted $\mathbb{R}^d$ valued process $S=(S^1,\dots,S^d)$. Let ...
8
votes
2answers
758 views
What are some examples of Compound Poisson processes in insurance?
I'm writing the Bachelor thesis but I need some information. I need to find some practical examples and applications of the Compound Poisson Process in insurance. Does anyone have any good examples?
