Stochastic interest model based on compound Poisson process and applications in actuarial science

DOI10.1155/2017/3472319zbMath1427.91237OpenAlexW2618997489WikidataQ59147478 ScholiaQ59147478MaRDI QIDQ1992621

Shilong Li, Xia Zhao, Hongshuai Dai, Chuan-Cun Yin

Publication date: 5 November 2018

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2017/3472319

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Interest rates, asset pricing, etc. (stochastic models) (91G30) Actuarial mathematics (91G05)

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Cites Work

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