Study on the model of an insurer's solvency ratio in Markov-modulated Brownian markets (Q655745)

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Study on the model of an insurer's solvency ratio in Markov-modulated Brownian markets
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    Study on the model of an insurer's solvency ratio in Markov-modulated Brownian markets (English)
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    27 January 2012
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    Markov-modulated market
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    jump diffusion process
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    solvency ratio
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    Girsanov's theorem
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    financial distress cost
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