Browsing by Subject "(pq)-binomial extension, CRR model, Beta distribution, Risk."

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    • On (P, Q)-Binomial Extension of Cox-Ross-Rubinstein Model in Skorohod Spaces. 

      Oburu, Jeffar; Were, Joshua; Oduor, Brian; Nyakinda, Joseph (International Journal of Open Problems in Computer Science & Mathematics, 2023-12-01)
      In this paper, we develope a (pq)-binomial extension of the Cox-Ross-Rubinstein (CRR) model thereby enhancing its ap plicability in optimizing life insurance portfolios amidst noisy observations. We utilize mathematical ...