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Time Horizon and Solvency Capital within a Brownian Framework Partially Modulated by a Continuous-Time Markov Chain

Bibliographic reference Devolder, Pierre ; Lebègue, Adrien. Time Horizon and Solvency Capital within a Brownian Framework Partially Modulated by a Continuous-Time Markov Chain. ISBA Discussion Paper ; 2014/27 (2014) 39 pages
Permanent URL http://hdl.handle.net/2078.1/146541