Insurance claims modulated by a hidden Brownian marked point process (Q659112)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Insurance claims modulated by a hidden Brownian marked point process |
scientific article |
Statements
Insurance claims modulated by a hidden Brownian marked point process (English)
0 references
10 February 2012
0 references
insurance risk models
0 references
Markov-modulated Poisson processes
0 references
Brownian motion
0 references
reference probability
0 references