Omega model for a jump-diffusion process with a two-step premium rate

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Publication:2325320

DOI10.1016/J.JKSS.2019.01.005zbMath1428.62497OpenAlexW2920788946MaRDI QIDQ2325320

Zhongqin Gao, Jing-Min He, Bingbing Wang

Publication date: 25 September 2019

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2019.01.005







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