scientific article; zbMATH DE number 1066304

MaRDI QIDQ4357491zbMATH OpenFDO

Authors Hanspeter Schmidli

Publication date 25 September 1997

zbMATH Keywords

Cramer-Lundberg risk modelpiecewise deterministic Markov processespremium calculation principlesreviewSparre Anderson model

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited in

(2)

• Long-Term Risk: A Martingale Approach
• Mathematical model of banking operation

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