Two other views of the traditional net risk premium rate

DOI10.1016/0167-6687(85)90035-6zbMath0591.62090OpenAlexW1966819217WikidataQ127498750 ScholiaQ127498750MaRDI QIDQ1074998

Colin M. Ramsay

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1016/0167-6687(85)90035-6

zbMATH Keywords

strong law of large numbersbirth-death processprocessergodic Markovnet risk premium rateregeneration points

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of branching processes (60J85)

Cites Work

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• A strong law of large numbers for local martingales
• Integral Functionals of Birth and Death Processes and Related Limiting Distributions
• Stochastic Processes Occurring in the Theory of Queues and their Analysis by the Method of the Imbedded Markov Chain

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