A regime-switching model with jumps and its application to bond pricing and insurance (Q2834907)
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scientific article; zbMATH DE number 6656226
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A regime-switching model with jumps and its application to bond pricing and insurance |
scientific article; zbMATH DE number 6656226 |
Statements
A regime-switching model with jumps and its application to bond pricing and insurance (English)
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25 November 2016
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Markov processes
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regime-switching shot noise process
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insurance
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zero-coupon bond
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aggregate accumulated claims
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0.7985445857048035
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0.7876362800598145
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0.7870550751686096
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0.7827472686767578
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0.7786505222320557
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