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 : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 45.2009, 2, p. 163-172
|