Insurance claims modulated by a hidden Brownian marked point process
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Publication:659112
DOI10.1016/j.insmatheco.2009.05.008zbMath1231.91182OpenAlexW1978259664MaRDI QIDQ659112
Zhiping Chen, Qihong Duan, Robert J. Elliott
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1880/48980
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