Notes on discrete compound Poisson model with applications to risk theory (Q2514632)
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scientific article; zbMATH DE number 6395383
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| English | Notes on discrete compound Poisson model with applications to risk theory |
scientific article; zbMATH DE number 6395383 |
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Notes on discrete compound Poisson model with applications to risk theory (English)
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3 February 2015
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compound Poisson distribution
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integer-valued Lévy process
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CreditRisk\(^+\) model
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geometric Brownian motion with jumps
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pseudo compound Poisson distribution
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Wiener-Lévy theorem
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0.8635609149932861
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0.8302944898605347
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0.8234388828277588
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0.81313556432724
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0.8099204897880554
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