Conditional, non-homogeneous and doubly stochastic compound Poisson processes with stochastic discounted claims (Q1703033)
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scientific article; zbMATH DE number 6845834
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional, non-homogeneous and doubly stochastic compound Poisson processes with stochastic discounted claims |
scientific article; zbMATH DE number 6845834 |
Statements
Conditional, non-homogeneous and doubly stochastic compound Poisson processes with stochastic discounted claims (English)
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1 March 2018
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aggregate discounted claims
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compound Cox process
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intensity function
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joint and raw moments
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non-homogeneous Poisson process
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renewal process
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stochastic interest rate
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