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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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21

Some Applications of Markov Additive Processes as Models in Insurance and Financial Mathematics

Ben Salah, Zied 07 1900 (has links)
No description available.
Minimal entropy martingale measure
Exponential financial models
Markov additive processes
Lévy systems
Ruin theory
Gerber-Shiu function
Risk models
Mesure martingale minimisant l'entropie
Modèles exponentiels en finance
Processus markoviens additifs
Systèmes de Lévy
Théorie de la ruine
Fonction de Gerber-Shiu
Modèles du risque

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