Colaneri, Katia, Frey, Rüdiger. 2021. Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds. Insurance, Mathematics and Economics. 101 498-507.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Journal article |
| Journal | Insurance, Mathematics and Economics |
| Citation Index | SSCI |
| WU Journalrating 2009 | A |
| WU-Journal-Rating new | FIN-A, VW-C, WH-B |
| Language | English |
| Title | Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds |
| Volume | 101 |
| Year | 2021 |
| Page from | 498 |
| Page to | 507 |
| URL | https://api.elsevier.com/content/article/PII:S0167668721001438?httpAccept=text/xml |
| DOI | http://dx.doi.org/10.1016/j.insmatheco.2021.09.003 |
| Open Access | N |
Associations
- People
- Colaneri, Katia (Former researcher)
- Frey, Rüdiger (Details)
- Organization
- Institute for Statistics and Mathematics IN (Details)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1118 Probability theory (Details)
- 1137 Financial mathematics (Details)
- 5361 Financial management (Details)