Jump diffusion processes and their applications in insurance and finance (Q997083)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Jump diffusion processes and their applications in insurance and finance |
scientific article |
Statements
Jump diffusion processes and their applications in insurance and finance (English)
0 references
19 July 2007
0 references
jump diffusion processes
0 references
joint Laplace transform
0 references
aggregate accumulated claims
0 references
non-defaultable zero-coupon bond
0 references
0 references