Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds (Q2665872)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds |
scientific article |
Statements
Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds (English)
0 references
19 November 2021
0 references
partial integro differential equations
0 references
classical solution
0 references
Markov modulated marked point process
0 references
Cauchy problem
0 references
CAT bonds
0 references
0 references
0 references
