Semi-Markov Risk Models for Finance, Insurance and Reliability (Q3445957)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-Markov Risk Models for Finance, Insurance and Reliability |
scientific article |
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Semi-Markov Risk Models for Finance, Insurance and Reliability (English)
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8 June 2007
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semi-Markov processes
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risk management
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Cox-Ross-Rubinstein model
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Black-Scholes formula
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