Insurance claims modulated by a hidden Brownian marked point process (Q659112)

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scientific article; zbMATH DE number 6004630
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Insurance claims modulated by a hidden Brownian marked point process
scientific article; zbMATH DE number 6004630

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    Insurance claims modulated by a hidden Brownian marked point process (English)
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    10 February 2012
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    insurance risk models
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    Markov-modulated Poisson processes
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    Brownian motion
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    reference probability
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