Jump diffusion processes and their applications in insurance and finance
type: Item
instance of: scholarly article
title: Jump diffusion processes and their applications in insurance and finance
zbMATH Open document ID: 1119.91054
published in: Insurance Mathematics \& Economics
publication date: 2007-07-19T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 91B70
zbMATH DE Number: 5173171
zbMATH Keywords: jump diffusion processes
zbMATH Keywords: joint Laplace transform
zbMATH Keywords: aggregate accumulated claims
zbMATH Keywords: non-defaultable zero-coupon bond
author: Ji-Wook Jang
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2006.09.006
OpenAlex ID: W2016375810
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DOI: 10.1016/J.INSMATHECO.2006.09.006
description: scientific article; zbMATH DE number 5173171