Jump diffusion processes and their applications in insurance and finance (Q997083)

From MaRDI portal





scientific article; zbMATH DE number 5173171
Language Label Description Also known as
English
Jump diffusion processes and their applications in insurance and finance
scientific article; zbMATH DE number 5173171

    Statements

    Jump diffusion processes and their applications in insurance and finance (English)
    0 references
    19 July 2007
    0 references
    jump diffusion processes
    0 references
    joint Laplace transform
    0 references
    aggregate accumulated claims
    0 references
    non-defaultable zero-coupon bond
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references