Compound Poisson processes, as modified by Ornstein-Uhlenbeck processes

DOI10.1080/03461238.1975.10405101zbMath0329.60046OpenAlexW2066154886MaRDI QIDQ4095640

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)

Related Items (2)

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

Cites Work

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• 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

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