Jump diffusion processes and their applications in insurance and finance (Q997083): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1424704 |
Changed an Item |
||
| Property / author | |||
| Property / author: Ji-Wook Jang / rank | |||
Normal rank | |||
Revision as of 19:48, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jump diffusion processes and their applications in insurance and finance |
scientific article |
Statements
Jump diffusion processes and their applications in insurance and finance (English)
0 references
19 July 2007
0 references
jump diffusion processes
0 references
joint Laplace transform
0 references
aggregate accumulated claims
0 references
non-defaultable zero-coupon bond
0 references
