Itô calculus for Cramér-Lundberg model



Akahori, Jirô, Constantinescu, Corina ORCID: 0000-0002-5219-3022 and Miyagi, Kei
(2020) Itô calculus for Cramér-Lundberg model JSIAM Letters, 12. pp. 25-28. ISSN 1883-0609, 1883-0617

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Item Type: Article
Depositing User: Symplectic Admin
Date Deposited: 26 May 2020 08:59
Last Modified: 07 Dec 2024 01:34
DOI: 10.14495/jsiaml.12.25
Open Access URL: https://www.jstage.jst.go.jp/article/jsiaml/12/0/1...
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URI: https://livrepository.liverpool.ac.uk/id/eprint/3088459
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