Moments of renewal shot-noise processes and their applications (Q4562034): Difference between revisions

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Latest revision as of 17:05, 17 July 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

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    Moments of renewal shot-noise processes and their applications (English)
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    14 December 2018
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    renewal shot-noise processes
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    discounted aggregate claims
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    actuarial net premium
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    piecewise-deterministic Markov processes
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    martingale method
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    Monte Carlo exact simulation
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    credit risk
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    reliability
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