A general model in risk theory. An application of modern martingale theory. Part one: Theoretic foundations

DOI10.1007/BF02808811zbMath0646.62093OpenAlexW2034102541MaRDI QIDQ3790513

Raimund Rhiel

Publication date: 1986

Published in: Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02808811

zbMATH Keywords

Lévy measurecredibility theorycollective modeladjustment coefficientruin timeindividual modelrisk theorysafety loadinggeneral modelaggregate claims processadjustment functiondual predictable projection measure

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Martingales with continuous parameter (60G44)

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