2024-03-29T01:09:30Z
https://oai.zbmath.org/v1/
oai:zbmath.org:5934676
2011-08-01T11:14:47Z
60
91
Diko, Peter; Usábel, Miguel
2011
5934676
English
Elsevier (North-Holland), Amsterdam
https://zbmath.org/05934676
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Insur. Math. Econ. 49, No. 1, 126-131 (2011).
91B30; 60J70; 60K10
A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process
j