On risk processes with the Markov property and with independent increments

DOI10.1016/0167-6687(83)90016-1zbMath0522.62085OpenAlexW2023687912MaRDI QIDQ1056180

J. Haezendonck, Freddy Delbaen

Publication date: 1983

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(83)90016-1

zbMATH Keywords

Markov propertycompound Poisson processcounting processclaim number processindependent incrementsrisk processesconnected distributionperturbed Poisson process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Continuous-time Markov processes on general state spaces (60J25)

Related Items

Compound Poisson models in actuarial risk theory

Cites Work

• An extension of watanabe's theorem of characterization of poisson processes over the positive real half line
• Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrage
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