Yushkevich can also be applied to certain models where control of the flow is possible. The method consists in a transformation to a model without control of the flow by a kind of time change.
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092025 (M12) Perturbed risk models with subexponential claims : Schlegel S., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centre at Aarhus University, also supported by the Danish Science Research Council and the Centre for Analytical Finance
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 88 KB
- Volume
- 20
- Category
- Article
- ISSN
- 0167-6687
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