Showing 1 - 1 results of 1 for search '"jump diffusion, matrix-analytic methods"', query time: 1.54s Refine Results
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    Phase-Type Models in Life Insurance: Fitting and Valuation of Equity-Linked Benefits
    by Søren Asmussen, Patrick J. Laub, Hailiang Yang
    Published 2019-02-01
    Subjects: “...jump diffusion, matrix-analytic methods...”
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    Article
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