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

DOI10.1080/03461238.1976.10405933zbMATH Open0329.60047OpenAlexW1987972214MaRDI QIDQ4095641FDOQ4095641

Authors: 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)

Cites Work

• Title not available (Why is that?)
• The numerical calculation ofU(w, t), the probability of non-ruin in an interval (0,t)
• Asymptotic distributions for the Ornstein-Uhlenbeck process
• 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
• Title not available (Why is that?)
• Compound Poisson processes, as modified by Ornstein-Uhlenbeck processes

Cited In (1)

• Interest and mortality randomness in some annuities

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