Study on the model of an insurer's solvency ratio in Markov-modulated Brownian markets (Q655745)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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