Stochastic models in actuarial risk theory. A mathematical introduction (Q5918115)
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scientific article; zbMATH DE number 7188213
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic models in actuarial risk theory. A mathematical introduction |
scientific article; zbMATH DE number 7188213 |
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Stochastic models in actuarial risk theory. A mathematical introduction (English)
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8 April 2020
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individual model
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coherent risk measure
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(mixed) Poisson process
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ruin probability
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adjustment coefficient
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change of measure
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approximations
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