scientific article; zbMATH DE number 6746413

DOI10.11721/CQNUJ20160501zbMath1374.91038MaRDI QIDQ5276722

Jianqin Han, Kelin Qiao

Publication date: 14 July 2017

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

duration of negative surplusconditional moment generating functionPoisson-geometric processPoission process

Mathematics Subject Classification ID

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

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