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

Publication: Scientific journal › Journal article › peer-review

Original language	English
Pages (from-to)	498 - 507
Journal	Insurance, Mathematics and Economics
Volume	101
DOIs	https://doi.org/10.1016/j.insmatheco.2021.09.003
Publication status	Published - 2021

Austrian Classification of Fields of Science and Technology (ÖFOS)

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