Pages that link to "Item:Q997083"
From MaRDI portal
The following pages link to Jump diffusion processes and their applications in insurance and finance (Q997083):
Displaying 10 items.
- Jump diffusion transition intensities in life insurance and disability annuity (Q495519) (← links)
- Time-consistent actuarial valuations (Q903338) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- The distribution of discounted compound PH-renewal processes (Q1703019) (← links)
- An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models (Q2276235) (← links)
- Quantile regression estimation for discretely observed SDE models with compound Poisson jumps (Q2440438) (← links)
- Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models (Q2657004) (← links)
- Explicit Solution Processes for Nonlinear Jump-Diffusion Equations (Q3060130) (← links)
- Asian Options, Jump-Diffusion Processes on a Lattice, and Vandermonde Matrices (Q3193137) (← links)
- A Cox model for gradually disappearing events (Q6104957) (← links)
