Insurance claims modulated by a hidden Brownian marked point process
Robert J. Elliott, Zhiping Chen, Qihong Duan
| Year of publication: |
2009
|
|---|---|
| Authors: | Elliott, Robert J. ; Chen, Zhiping ; Duan, Qihong |
| Published in: |
Insurance. - 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 |
| 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://www.econbiz.de/10009517585