Conditional, non-homogeneous and doubly stochastic compound Poisson processes with stochastic discounted claims
type: Item
instance of: scholarly article
title: Conditional, non-homogeneous and doubly stochastic compound Poisson processes with stochastic discounted claims
zbMATH Open document ID: 1384.62301
author: Ghislain Léveillé
author: Emmanuel Hamel
published in: Methodology and Computing in Applied Probability
publication date: 2018-03-01T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60K10
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6845834
zbMATH Keywords: aggregate discounted claims
zbMATH Keywords: compound Cox process
zbMATH Keywords: intensity function
zbMATH Keywords: joint and raw moments
zbMATH Keywords: non-homogeneous Poisson process
zbMATH Keywords: renewal process
zbMATH Keywords: stochastic interest rate
MaRDI profile type: Publication
full work available at URL: s11009-017-9555-6
OpenAlex ID: W2600631485
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DOI: 10.1007/S11009-017-9555-6
description: scientific article; zbMATH DE number 6845834