Moments of renewal shot-noise processes and their applications (Q4562034): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2789339966 / rank | |||
Normal rank | |||
Revision as of 21:18, 19 March 2024
scientific article; zbMATH DE number 6993696
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moments of renewal shot-noise processes and their applications |
scientific article; zbMATH DE number 6993696 |
Statements
Moments of renewal shot-noise processes and their applications (English)
0 references
14 December 2018
0 references
renewal shot-noise processes
0 references
discounted aggregate claims
0 references
actuarial net premium
0 references
piecewise-deterministic Markov processes
0 references
martingale method
0 references
Monte Carlo exact simulation
0 references
credit risk
0 references
reliability
0 references
