Moments of renewal shot-noise processes and their applications (Q4562034)
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scientific article; zbMATH DE number 6993696
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moments of renewal shot-noise processes and their applications |
scientific article; zbMATH DE number 6993696 |
Statements
Moments of renewal shot-noise processes and their applications (English)
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14 December 2018
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renewal shot-noise processes
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discounted aggregate claims
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actuarial net premium
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piecewise-deterministic Markov processes
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martingale method
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Monte Carlo exact simulation
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credit risk
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reliability
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