Itô calculus for Cramér-Lundberg model



Akahori, Jirô, Constantinescu, Corina and Miyagi, Kei
(2020) Itô calculus for Cramér-Lundberg model. JSIAM Letters, 12. 25 - 28.

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Item Type: Article
Depositing User: Symplectic Admin
Date Deposited: 26 May 2020 08:59
Last Modified: 29 Sep 2020 08:45
DOI: 10.14495/jsiaml.12.25
Open Access URL: https://www.jstage.jst.go.jp/article/jsiaml/12/0/1...
URI: http://livrepository.liverpool.ac.uk/id/eprint/3088459