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Stochastic interest model driven by compound Poisson process and Brownian motion with applications in life contingencies
Li, Shilong
;
Zhao, Xia
;
Yin, Chuancun
;
Huang, Zhiyue
- In:
Quantitative finance and economics
2
(
2018
)
1
,
pp. 246-260
Persistent link: https://www.econbiz.de/10012137937
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