Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds (Q2665872)

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Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds
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    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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