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Q3386326 - MaRDI portal

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scientific article

    Statements

    author
    Guo Chen
    0 references
    Xue Liang
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    publication date
    14 January 2021
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    zbMATH Keywords
    jump-diffusion model
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    regime-switching
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    shot noise process
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    mortality dependence
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    Identifiers

    Mathematics Subject Classification ID
    91G05
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    91D20
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    60J70
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    zbMATH DE Number
    7295769
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