Conditional, non-homogeneous and doubly stochastic compound Poisson processes with stochastic discounted claims

DOI10.1007/s11009-017-9555-6zbMath1384.62301OpenAlexW2600631485MaRDI QIDQ1703033

Emmanuel Hamel, Ghislain Léveillé

Publication date: 1 March 2018

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-017-9555-6

zbMATH Keywords

stochastic interest raterenewal processintensity functionnon-homogeneous Poisson processjoint and raw momentscompound Cox processaggregate discounted claims

Mathematics Subject Classification ID

Related Items (2)

Some specific density functions of aggregated discounted claims with dependent risks ⋮ Compound trend renewal process with discounted claims: a unified approach

Cites Work

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