Notes on discrete compound Poisson model with applications to risk theory
DOI10.1016/j.insmatheco.2014.09.012zbMath1306.60050OpenAlexW1976702273WikidataQ55954007 ScholiaQ55954007MaRDI QIDQ2514632
Bo Li, Yunxiao Liu, Hui-Ming Zhang
Publication date: 3 February 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2014.09.012
compound Poisson distributionWiener-Lévy theoremCreditRisk\(^+\) modelgeometric Brownian motion with jumpsinteger-valued Lévy processpseudo compound Poisson distribution
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