An insurance risk model with stochastic volatility (Q659182)
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scientific article; zbMATH DE number 6004671
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| default for all languages | No label defined |
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| English | An insurance risk model with stochastic volatility |
scientific article; zbMATH DE number 6004671 |
Statements
An insurance risk model with stochastic volatility (English)
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10 February 2012
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discounted penalty function
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integro-differential equation
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singular perturbation theory
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stochastic volatility
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perturbed compound Poisson risk process
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phase-type distribution
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Ornstein-Uhlenbeck process
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0.7842521667480469
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0.782442569732666
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0.7811019420623779
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0.7803669571876526
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0.7772805094718933
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