Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds (Q2665872)
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scientific article; zbMATH DE number 7431004
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| English | Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds |
scientific article; zbMATH DE number 7431004 |
Statements
Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds (English)
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19 November 2021
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partial integro differential equations
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classical solution
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Markov modulated marked point process
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Cauchy problem
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CAT bonds
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0.7310329675674438
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0.7305049300193787
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0.7254981398582458
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0.7254979610443115
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0.721474826335907
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