A general risk process and its properties

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DOI10.2307/3214792zbMath0758.60087OpenAlexW2325611012MaRDI QIDQ3992287

Thomas H. Scheike

Publication date: 13 August 1992

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214792

zbMATH Keywords

martingales risk process counting process jump process compensators accumulated claim

Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).

Related Items (1)

Martingale results in risk theory with a view to ruin probabilities and diffusions

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