On risk processes with the Markov property and with independent increments
type: Item
instance of: scholarly article
title: On risk processes with the Markov property and with independent increments
zbMATH Open document ID: 0522.62085
DOI: 10.1016/0167-6687(83)90016-1
author: J. Haezendonck
author: Freddy Delbaen
published in: Insurance Mathematics \& Economics
publication date: 1983-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60J25
zbMATH DE Number: 3827045
zbMATH Keywords: risk processes
zbMATH Keywords: Markov property
zbMATH Keywords: independent increments
zbMATH Keywords: perturbed Poisson process
zbMATH Keywords: counting process
zbMATH Keywords: compound Poisson process
zbMATH Keywords: connected distribution
zbMATH Keywords: claim number process
MaRDI profile type: Publication
full work available at URL: 0167-6687(83)90016-1
OpenAlex ID: W2023687912
cites work: An extension of watanabe's theorem of characterization of poisson processes over the positive real half line
cites work: Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrage
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cites work: Q5515873
description: scientific article; zbMATH DE number 3827045