Aspects of prospective mean values in risk theory
type: Item
instance of: scholarly article
title: Aspects of prospective mean values in risk theory
zbMATH Open document ID: 0902.62126
DOI: 10.1016/0167-6687(96)00003-0
published in: Insurance Mathematics \& Economics
publication date: 1998-03-17T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60G55
zbMATH DE Number: 1129609
zbMATH Keywords: Thiele's differential equation
zbMATH Keywords: compound distribution
zbMATH Keywords: optional sampling
zbMATH Keywords: exit time
zbMATH Keywords: conditional mean values
zbMATH Keywords: marked point process
author: Christian Max Møller
MaRDI profile type: Publication
full work available at URL: 0167-6687(96)00003-0
OpenAlex ID: W2021914676
cites work: Point processes and queues. Martingale dynamics
cites work: Q3136505
cites work: Q5822308
cites work: Markov Chain Models in Life Insurance
cites work: A stochastic version of Thiele's differential equation
cites work: Stochastic differential equations for ruin probabilities
cites work: Integral equations for compound distribution functions
description: scientific article; zbMATH DE number 1129609