Jump diffusion processes and their applications in insurance and finance (Q997083): Difference between revisions
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| Property / DOI: 10.1016/J.INSMATHECO.2006.09.006 / rank | |||
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Latest revision as of 12:02, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jump diffusion processes and their applications in insurance and finance |
scientific article |
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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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