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zbMath1449.91176MaRDI QIDQ3306209

Bingbing Wang, Jing-Min He

Publication date: 12 August 2020

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Laplace-Stieltjes transform strong Markov property total duration of negative surplus debit interest credit interest

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Interest rates, asset pricing, etc. (stochastic models) (91G30) Laplace transform (44A10) Credit risk (91G40)

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