Risk processes with shot noise Cox claim number process and reserve dependent premium rate
Claudio Macci; Giovanni Luca Torrisi
| Year of publication: |
2011
|
|---|---|
| Authors: | Macci, Claudio ; Torrisi, Giovanni Luca |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 48.2011, 1, p. 134-145
|
| Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Risikoprämie | Risk premium | Markov-Kette | Markov chain |
| 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/10008839747