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

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Revision as of 21:28, 19 March 2024

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Jump diffusion processes and their applications in insurance and finance
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    Jump diffusion processes and their applications in insurance and finance (English)
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    19 July 2007
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    jump diffusion processes
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    joint Laplace transform
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    aggregate accumulated claims
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    non-defaultable zero-coupon bond
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