Özen, Selin; Şahin, Şule Transitory mortality jump modeling with renewal process and its impact on pricing of catastrophic bonds. (English) Zbl 1437.91398 J. Comput. Appl. Math. 376, Article ID 112829, 15 p. (2020). MSC: 91G05 60K10 60J76 PDFBibTeX XMLCite \textit{S. Özen} and \textit{Ş. Şahin}, J. Comput. Appl. Math. 376, Article ID 112829, 15 p. (2020; Zbl 1437.91398) Full Text: DOI
Baker, Rose; Kharrat, Tarak Event count distributions from renewal processes: fast computation of probabilities. (English) Zbl 07110053 IMA J. Manag. Math. 29, No. 4, 415-433 (2018). MSC: 90-XX 91-XX PDFBibTeX XMLCite \textit{R. Baker} and \textit{T. Kharrat}, IMA J. Manag. Math. 29, No. 4, 415--433 (2018; Zbl 07110053) Full Text: DOI arXiv