An exponential martingale for compound Poisson process with latent variable and its applications (Q904135)
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scientific article; zbMATH DE number 6531401
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An exponential martingale for compound Poisson process with latent variable and its applications |
scientific article; zbMATH DE number 6531401 |
Statements
An exponential martingale for compound Poisson process with latent variable and its applications (English)
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15 January 2016
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exponential martingale
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partly shifted risk process
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ruin probability
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risk measure
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