Some Applications of Levy Process in insurance and finance

Terence Chan

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)71-94
Number of pages24
JournalFinance
Volume25
Publication statusPublished - 2004

Cite this

Chan, Terence. / Some Applications of Levy Process in insurance and finance. In: Finance. 2004 ; Vol. 25. pp. 71-94.
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title = "Some Applications of Levy Process in insurance and finance",
author = "Terence Chan",
year = "2004",
language = "English",
volume = "25",
pages = "71--94",
journal = "Finance",
issn = "0790-8628",

}

Some Applications of Levy Process in insurance and finance. / Chan, Terence.

In: Finance, Vol. 25, 2004, p. 71-94.

Research output: Contribution to journalArticle

TY - JOUR

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AU - Chan, Terence

PY - 2004

Y1 - 2004

M3 - Article

VL - 25

SP - 71

EP - 94

JO - Finance

JF - Finance

SN - 0790-8628

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