Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

Originalsprache	Englisch
Seiten (von - bis)	498 - 507
Fachzeitschrift	Insurance, Mathematics and Economics
Jahrgang	101
DOIs	https://doi.org/10.1016/j.insmatheco.2021.09.003
Publikationsstatus	Veröffentlicht - 2021

Österreichische Systematik der Wissenschaftszweige (ÖFOS)

@article{9d19c8b5dc864b7196ab6050023cefc2,

title = "Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds",

author = "Katia Colaneri and R{\"u}diger Frey",

year = "2021",

doi = "10.1016/j.insmatheco.2021.09.003",

language = "English",

volume = "101",

pages = "498 -- 507",

journal = "Insurance, Mathematics and Economics",

issn = "0167-6687",

publisher = "Elsevier B.V.",

}

TY - JOUR

T1 - Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds

AU - Colaneri, Katia

AU - Frey, Rüdiger

PY - 2021

Y1 - 2021

UR - https://api.elsevier.com/content/article/PII:S0167668721001438?httpAccept=text/xml

U2 - 10.1016/j.insmatheco.2021.09.003

DO - 10.1016/j.insmatheco.2021.09.003

M3 - Journal article

SN - 0167-6687

VL - 101

SP - 498

EP - 507

JO - Insurance, Mathematics and Economics

JF - Insurance, Mathematics and Economics

ER -