A general risk process and its properties

DOI10.2307/3214792MaRDI QIDQ3992287zbMATH OpenOpenAlexFDO

Authors Thomas H. Scheike

Publication date 13 August 1992

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214792

zbMATH Keywords

accumulated claimcompensatorscounting processjump processmartingalesrisk process

Mathematics Subject Classification ID

Martingales and classical analysis (60G46) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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(5)

• scientific article; zbMATH DE number 5558252 (Why is no real title available?)
• Saddlepoint approximations to the distribution of the total claim amount in some recent risk models
• Martingale results in risk theory with a view to ruin probabilities and diffusions
• scientific article; zbMATH DE number 1408897 (Why is no real title available?)
• A GENERALISED PROPERTY EXPOSURE RATING FRAMEWORK THAT INCORPORATES SCALE-INDEPENDENT LOSSES AND MAXIMUM POSSIBLE LOSS UNCERTAINTY

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