Siti Norafidah Mohd Ramli

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A multivariate jump diffusion process for counterparty risk in CDS rates
Journal of the Korea Society for Industrial and Applied Mathematics
2015-10-14Paper
Jump diffusion transition intensities in life insurance and disability annuity
Insurance Mathematics & Economics
2015-09-14Paper


Research outcomes over time


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