Vasicek model with mixed-exponential jumps and its applications in finance and insurance
type: Item
instance of: scholarly article
title: Vasicek model with mixed-exponential jumps and its applications in finance and insurance
zbMATH Open document ID: 1445.91065
author: Xue Liang
author: Yongfeng Wu
published in: Advances in Difference Equations
publication date: 2019-01-21T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 7003960
zbMATH Keywords: Vasicek model
zbMATH Keywords: mixed-exponential jumps
zbMATH Keywords: Laplace transform
zbMATH Keywords: default-free zero-coupon bond
zbMATH Keywords: European put option
zbMATH Keywords: aggregate accumulated claim
MaRDI profile type: Publication
Wikidata QID: Q115518866
full work available at URL: s13662-018-1593-z
OpenAlex ID: W2800664651
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DOI: 10.1186/S13662-018-1593-Z
description: scientific article; zbMATH DE number 7003960