Jump diffusion processes and their applications in insurance and finance (Q997083)
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scientific article; zbMATH DE number 5173171
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Jump diffusion processes and their applications in insurance and finance |
scientific article; zbMATH DE number 5173171 |
Statements
Jump diffusion processes and their applications in insurance and finance (English)
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19 July 2007
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jump diffusion processes
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joint Laplace transform
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aggregate accumulated claims
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non-defaultable zero-coupon bond
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0.7935116291046143
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0.7786505222320557
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0.7719870209693909
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0.7663831114768982
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0.7433637976646423
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