Jump diffusion processes and their applications in insurance and finance

By Jiwook Jang. 2007

50 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/6fc1f8ea0cde14af17100b5eae3b2d07306a2f79

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Hélène Cossette
2. É. Marceau
3. Stéphane Loisel
4. Mathieu Bargès
5. Yiqing Chen
6. Mélina Mailhot

In Finance

1. Hélène Cossette
2. É. Marceau
3. Stéphane Loisel
4. Mathieu Bargès
5. Yiqing Chen

In Management Science and Operations Research

1. Hélène Cossette
2. É. Marceau
3. Stéphane Loisel
4. Mathieu Bargès
5. Yiqing Chen

Citations in the corpus

• On the Moments of Aggregate Discounted Claims with Dependence Introduced by a FGM Copula (2011, methodology): “In Jang (2007), the Laplace transform of the distribution of a jump diffusion process and its integrated process is derived and used to obtain the moments of the compound Poisson process Z(t).”