An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models
Runhuan Feng
| Year of publication: |
2011
|
|---|---|
| Authors: | Feng, Runhuan |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 48.2011, 2, p. 304-313
|
| Subject: | Stochastischer Prozess | Stochastic process | Risikomanagement | Risk management | Risiko | Risk | Risikomodell | Risk model | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008989314