Compound Poisson processes, as modified by Ornstein-Uhlenbeck processes

DOI10.1080/03461238.1975.10405101MaRDI QIDQ4095640zbMATH OpenOpenAlexFDO

Authors John A. Beekman

Publication date 1975

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.1975.10405101

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Transition functions, generators and resolvents (60J35)

Cites work

• scientific article; zbMATH DE number 3433270 (Why is no real title available?)
• scientific article; zbMATH DE number 3223248 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• Asymptotic distributions for the Ornstein-Uhlenbeck process
• On the asymptotic behavior of the ruin probability for an infinite period when the epochs of claims form a renewal process

Cited in

(2)

• Compound poisson processes, as modified by Ornstein-Uhlenbeck processes, Part II
• A stochastic model for the force of interest

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