A remark on survival probabilities for a weighted poisson process

DOI10.1080/03461238.1982.10405269zbMath0503.62089OpenAlexW1994052294MaRDI QIDQ3969750

Marc J. Goovaerts

Publication date: 1982

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1982.10405269

zbMATH Keywords

counterexampleclaim number processweighted Poisson processsurvival probabilitiesindependence of increments

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (1)

Mixed Poisson processes and the probability of ruin

Cites Work

• On the Ruin Problem of Collective Risk Theory
• The numerical calculation ofU(w, t), the probability of non-ruin in an interval (0,t)

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