Omega model for a jump-diffusion process with a two-step premium rate (Q2325320)
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scientific article; zbMATH DE number 7110092
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| default for all languages | No label defined |
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| English | Omega model for a jump-diffusion process with a two-step premium rate |
scientific article; zbMATH DE number 7110092 |
Statements
Omega model for a jump-diffusion process with a two-step premium rate (English)
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25 September 2019
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Omega model
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strong Markov property
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Gerber-Shiu function
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two-step premium rate
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bankruptcy probability
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jump-diffusion process
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0.9470986127853394
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0.8846724629402161
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0.8195558786392212
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0.8039793968200684
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0.8014962673187256
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