Conditional, non-homogeneous and doubly stochastic compound Poisson processes with stochastic discounted claims (Q1703033)
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scientific article; zbMATH DE number 6845834
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| English | Conditional, non-homogeneous and doubly stochastic compound Poisson processes with stochastic discounted claims |
scientific article; zbMATH DE number 6845834 |
Statements
Conditional, non-homogeneous and doubly stochastic compound Poisson processes with stochastic discounted claims (English)
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1 March 2018
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aggregate discounted claims
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compound Cox process
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intensity function
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joint and raw moments
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non-homogeneous Poisson process
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renewal process
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stochastic interest rate
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0.7936893105506897
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0.7870427966117859
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0.7810369729995728
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0.7804283499717712
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0.7797194123268127
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