A characterization of martingale-equivalent mixed compound Poisson processes (Q2240832)
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| Language | Label | Description | Also known as |
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| English | A characterization of martingale-equivalent mixed compound Poisson processes |
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A characterization of martingale-equivalent mixed compound Poisson processes (English)
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4 November 2021
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martingale
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martingale-equivalent measures
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mixed compound Poisson process
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premium calculation principle
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regular conditional probability
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