A general model in risk theory. An application of modern martingale theory. Part one: Theoretic foundations (Q3790513)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general model in risk theory. An application of modern martingale theory. Part one: Theoretic foundations |
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A general model in risk theory. An application of modern martingale theory. Part one: Theoretic foundations (English)
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1986
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individual model
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general model
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risk theory
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Lévy measure
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dual predictable projection measure
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aggregate claims process
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collective model
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credibility theory
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adjustment coefficient
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adjustment function
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ruin time
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safety loading
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