Omega model for a jump-diffusion process with a two-step premium rate (Q2325320)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Omega model for a jump-diffusion process with a two-step premium rate |
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Omega model for a jump-diffusion process with a two-step premium rate (English)
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25 September 2019
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Omega model
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strong Markov property
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Gerber-Shiu function
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two-step premium rate
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bankruptcy probability
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jump-diffusion process
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