@article{24c90e885beb4146ac8f3b25c13d5154,
title = "Pricing participating products under a generalized jump-diffusion with a Markov-switching compensator",
keywords = "pricing, generalized jump-diffusion, Markov-switching compensator, Esscher transform",
author = "Siu, {Tak Kuen} and Lau, {John W.} and Hailiang Yang",
year = "2006",
month = dec,
day = "1",
language = "English",
volume = "39",
pages = "416--416",
journal = "Insurance: Mathematics and Economics",
issn = "0167-6687",
publisher = "Elsevier",
number = "3",
}