scientific article; zbMATH DE number 482636
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Publication:4274909
zbMath0803.62092MaRDI QIDQ4274909
Claudia Klüppelberg, Paul Embrechts
Publication date: 29 November 1994
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
martingalesoptional stopping theoremdiffusion approximationsreviewCox processPoisson modelpiecewise deterministic Markov processesprobability of ruinrenewal modelscompound Poisson modelsCramer-Lundberg theoremgeneral insurance risk modelinsurance payments
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