Compound poisson processes, as modified by Ornstein-Uhlenbeck processes, Part II

DOI10.1080/03461238.1976.10405933zbMath0329.60047OpenAlexW1987972214MaRDI QIDQ4095641

John A. Beekman

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1080/03461238.1976.10405933

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (1)

Interest and mortality randomness in some annuities

Cites Work

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• Asymptotic distributions for the Ornstein-Uhlenbeck process
• Compound Poisson processes, as modified by Ornstein-Uhlenbeck processes
• Refined distributions for a multi-risk stochastic process
• On the asymptotic behavior of the ruin probability for an infinite period when the epochs of claims form a renewal process
• The numerical calculation ofU(w, t), the probability of non-ruin in an interval (0,t)

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