Some Applications of Lévy Processes to Stochastic Investment Models for Actuarial Use
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Publication:3395499
DOI10.2143/AST.28.1.519080zbMath1168.60354OpenAlexW2099835395MaRDI QIDQ3395499
Publication date: 2 September 2009
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.28.1.519080
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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