A regime-switching model with jumps and its application to bond pricing and insurance (Q2834907)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A regime-switching model with jumps and its application to bond pricing and insurance |
scientific article |
Statements
A regime-switching model with jumps and its application to bond pricing and insurance (English)
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25 November 2016
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Markov processes
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regime-switching shot noise process
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insurance
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zero-coupon bond
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aggregate accumulated claims
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