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scientific article; zbMATH DE number 7112577
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scientific article; zbMATH DE number 7112577

    Statements

    author
    Jianing Wang
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    Hong Xue
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    publication date
    2 October 2019
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    zbMATH Keywords
    sub-fractional Brownian motion
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    jump-diffusion process
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    actuarial approach
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    reload option
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60G22
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    60J74
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    91G05
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    zbMATH DE Number
    7112577
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