Notes on discrete compound Poisson model with applications to risk theory (Q2514632): Difference between revisions
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Revision as of 08:26, 5 March 2024
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| English | Notes on discrete compound Poisson model with applications to risk theory |
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Notes on discrete compound Poisson model with applications to risk theory (English)
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3 February 2015
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compound Poisson distribution
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integer-valued Lévy process
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CreditRisk\(^+\) model
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geometric Brownian motion with jumps
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pseudo compound Poisson distribution
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Wiener-Lévy theorem
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