Optimal reinsurance under a jump diffusion model
Year of publication: |
2011
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Authors: | Luo, Shangzhen |
Published in: |
Stochastic analysis, stochastic systems, and applications to finance. - New Jersey [u.a.] : World Scientific, ISBN 981-4355-70-4. - 2011, p. 215-230
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Subject: | Rückversicherung | Reinsurance | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
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