scientific article; zbMATH DE number 3984421

MaRDI QIDQ3747586zbMATH OpenFDO

Authors Raimund Rhiel

Publication date 1986

zbMATH Keywords

classical risk theorycompensatorscompound Poisson processesLevy measureslocal martingalesmartingale theory

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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