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An insurance risk process with a generalized income process: a solvency analysis - MaRDI portal

An insurance risk process with a generalized income process: a solvency analysis (Q2034160)

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scientific article; zbMATH DE number 7361404
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An insurance risk process with a generalized income process: a solvency analysis
scientific article; zbMATH DE number 7361404

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    An insurance risk process with a generalized income process: a solvency analysis (English)
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    21 June 2021
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    Sparre Andersen risk model
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    stochastic income process
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    joint distributions
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    subordinators
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    varying premium rates
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