We introduce two exponentially stochastic differentiability conditions to study moderate deviations for M-estimators. Under a generalized exponentially stochastic differentiability condition, a moderate deviation prin...
Acknowledgements This work was supported by the National Natural Science Foundation of China (Grant No. 11171179).
We consider a dividends model with a stochastic jump perturbed by diffusion. First, we prove that the expected discounted dividends function is twice continuously differentiable under the condition that the claim dist...