Moments of renewal shot-noise processes and their applications

Jiwook Jang, Angelos Dassios and Hongbiao Zhao

Year of publication:	August-December 2018
Authors:	Jang, Jiwook ; Dassios, Angelos ; Zhao, Hongbiao
Published in:	Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2018, 8, p. 727-752
Subject:	Renewal shot-noise processes \| discounted aggregate claims \| actuarial net premium \| piecewise-deterministic Markov processes \| martingale method \| Monte Carlo exact simulation \| credit risk \| reliability \| Theorie \| Theory \| Kreditrisiko \| Credit risk \| Stochastischer Prozess \| Stochastic process \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Markov-Kette \| Markov chain \| Simulation \| Martingal \| Martingale

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