Notes on discrete compound Poisson model with applications to risk theory
Huiming Zhang; Yunxiao Liu; Bo Li
| Year of publication: |
2014
|
|---|---|
| Authors: | Zhang Huiming ; Liu, Yunxiao ; Li, Bo |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 59.2014, p. 325-336
|
| Subject: | Compound Poisson distribution | Integer-valued Lévy process | CreditRisk+ model | Geometric Brownian motion with jumps | Pseudo compound Poisson distribution | Wiener-Lévy theorem | Stochastischer Prozess | Stochastic process | Theorie | Theory | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010469967