Notes on discrete compound Poisson model with applications to risk theory (Q2514632): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 04:55, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Notes on discrete compound Poisson model with applications to risk theory |
scientific article |
Statements
Notes on discrete compound Poisson model with applications to risk theory (English)
0 references
3 February 2015
0 references
compound Poisson distribution
0 references
integer-valued Lévy process
0 references
CreditRisk\(^+\) model
0 references
geometric Brownian motion with jumps
0 references
pseudo compound Poisson distribution
0 references
Wiener-Lévy theorem
0 references
