Two-time-scale Jump-Diffusion Models with Markovian Switching Regimes (Q4818626)
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scientific article; zbMATH DE number 2104332
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-time-scale Jump-Diffusion Models with Markovian Switching Regimes |
scientific article; zbMATH DE number 2104332 |
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Two-time-scale Jump-Diffusion Models with Markovian Switching Regimes (English)
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29 September 2004
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switching jump-diffusion processes
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insurance risk
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