Jump diffusion processes and their applications in insurance and finance (Q997083): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2006.09.006
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+W2016375810
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+Q5609896
@@ Property / cites work: Q5609896 / rank @@
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+Stochastic Volatility for Lévy Processes
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+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
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+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
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+Q3680030
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+Classical risk theory in an economic environment
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+Q3868650
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+Arbitrage-free premium calculation for extreme losses using the shot noise process and the Esscher transform
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+Ruin probabilities and overshoots for general Lévy insurance risk processes
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+Moments of compound renewal sums with discounted claims
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+A risk model driven by Lévy processes
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+Ruin theory with compounding assets -- a survey
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+Q4937701
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+The total claims distribution under inflationary conditions
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