General jump process and time change — or, how to define stochastic operational time

DOI10.1080/03461238.1978.10419481zbMATH Open0382.60090OpenAlexW2063305133MaRDI QIDQ4160201FDOQ4160201

H. U. Gerber, Hans Bühlmann

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1080/03461238.1978.10419481

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Title not available (Why is that?)

Cited In (3)

• Upper bounds for ruin probabilities in a new general risk model, by the martingales method
• Risk processes with dependence and premium adjusted to solvency targets
• Explicit ruin formulas for models with dependence among risks

This page was built for publication: General jump process and time change — or, how to define stochastic operational time

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4160201)