scientific article; zbMATH DE number 7266906

DOI10.13548/j.sxzz.2020.02.008zbMath1463.91113MaRDI QIDQ5127806

Qing Huang, Shi-xia Ma, Xiaoqin Gong

Publication date: 27 October 2020

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

excess-of-loss reinsurancejump-diffusion modelmispricingstochastic differential delay equationLévy insurance model

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Stochastic functional-differential equations (34K50) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Actuarial mathematics (91G05)

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