A counting process approach to stochastic interest
type: Item
instance of: scholarly article
title: A counting process approach to stochastic interest
zbMATH Open document ID: 0839.62099
DOI: 10.1016/0167-6687(95)00020-S
author: Christian Max Møller
published in: Insurance Mathematics \& Economics
publication date: 1996-06-23T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 834214
zbMATH Keywords: Doleans equation
zbMATH Keywords: marked point process
zbMATH Keywords: payment functions
zbMATH Keywords: ordinary differential equation
zbMATH Keywords: return of an investment
zbMATH Keywords: independent increments
zbMATH Keywords: Markovian environment
zbMATH Keywords: moments
zbMATH Keywords: Thiele's differential equation
MaRDI profile type: Publication
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Wikidata QID: Q127342660
description: scientific article; zbMATH DE number 834214