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Thiele's partial integro-differential equation for jump diffusions.

dc.contributor.authorEnerstvedt, Vegard
dc.date.accessioned2022-08-22T22:01:37Z
dc.date.available2022-08-22T22:01:37Z
dc.date.issued2022
dc.identifier.citationEnerstvedt, Vegard. Thiele's partial integro-differential equation for jump diffusions.. Master thesis, University of Oslo, 2022
dc.identifier.urihttp://hdl.handle.net/10852/95420
dc.description.abstracteng
dc.language.isoeng
dc.subjectinsurance
dc.subjectactuary
dc.subjectThiele's PDE
dc.subjectMerton
dc.subjectUnit-linked
dc.subjectunit-linked life insurance
dc.subjectThiele
dc.subjectunit-linked policy
dc.subjectactuarial science
dc.subjectmathematical finance
dc.subjectjump diffusion
dc.subjectfinance
dc.titleThiele's partial integro-differential equation for jump diffusions.eng
dc.typeMaster thesis
dc.date.updated2022-08-23T22:00:43Z
dc.creator.authorEnerstvedt, Vegard
dc.identifier.urnURN:NBN:no-98003
dc.type.documentMasteroppgave
dc.identifier.fulltextFulltext https://www.duo.uio.no/bitstream/handle/10852/95420/1/Vegard-Enerstvedt-Masteroppg-ve.pdf


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