Insurance claims modulated by a hidden Brownian marked point process
Year of publication: |
2009
|
---|---|
Authors: | Elliott, Robert J. ; Chen, Zhiping ; Duan, Qihong |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 45.2009, 2, p. 163-172
|
Subject: | Stochastischer Prozess | Stochastic process | Versicherung | Insurance | Optionspreistheorie | Option pricing theory |
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