Some Mathematical Aspects of Claim Number Processes with the Markov Property

DOI10.1007/BF02808718zbMath0457.62083MaRDI QIDQ3906965

J. Haezendonck

Publication date: 1980

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

zbMATH Keywords

Markov propertyclaim number processesamount of jumps

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (2)

Invariantly recursive credibility estimation ⋮ Markoffsche ZÄhlprozesse mit Sprüngen der Höhe Eins

Cites Work

• Maβtheoretische Ergänzungen zur Risikotheorie
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