Shahrokhabadi, Mahdieh Aminian; Melnikov, Alexander; … - In: Risks : open access journal 13 (2025) 4, pp. 1-27
. Optional semimartingales are left-continuous with right-limit stochastic processes defined on a probability space where the … oscillations or jumps, and the third introduces a Gaussian risk model using counting processes to capture premium and claim cash …