Jump diffusion processes and their applications in insurance and finance (Q997083)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Jump diffusion processes and their applications in insurance and finance |
scientific article; zbMATH DE number 5173171
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
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
0.7935116291046143
0 references
0.7786505222320557
0 references
0.7719870209693909
0 references
0.7663831114768982
0 references
0.7433637976646423
0 references
