• Media type: E-Article
  • Title: Pricing participating products with Markov-modulated jump–diffusion process: An efficient numerical PIDE approach
  • Contributor: Fard, Farzad Alavi; Siu, Tak Kuen
  • imprint: Elsevier BV, 2013
  • Published in: Insurance: Mathematics and Economics
  • Language: English
  • DOI: 10.1016/j.insmatheco.2013.09.011
  • ISSN: 0167-6687
  • Keywords: Statistics, Probability and Uncertainty ; Economics and Econometrics ; Statistics and Probability
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