scientific article; zbMATH DE number 877811

zbMATH Open0847.60002MaRDI QIDQ4877487FDOQ4877487

Authors: Klaus D. Schmidt 

Publication date: 12 May 1996

Title of this publication is not available (Why is that?)

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zbMATH Keywords

negative binomial distributionmixed Poisson processesactuarial mathematicsintroductionChapman-Kolmogorov equationsPólya-Lundberg processcharacterizations of the Poisson process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Martingales with continuous parameter (60G44)

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• Optimal Premium Plans for Reinsurance with Reinstatements
• Probabilistic models for medical insurance claims
• Chain ladder, marginal sum and maximum likelihood estimation
• Applications of a change of measures technique for compound mixed renewal processes to the ruin problem
• Optimal prediction of compound mixed Poisson processes
• Marginal-sum and maximum-likelihood estimation in a multiplicative tariff
• Ausgleichsverfahren für Kopfschaden: Bemerkungen zu einer Arbeit von Siegel
• Saddlepoint approximations to the distribution of the total claim amount in some recent risk models
• Title not available (Why is that?)
• Maximum-likelihood and marginal-sum estimation in some particular collective models
• Marginal Distributions of the Counting Process Associated with Generalized Order Statistics
• An Extension of Panjer's Recursion
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• PREDICTION OF STOCK RETURNS MAY BE FALLACIOUS: A STOCHASTIC CONFIRMATION OF MALKIEL’S ASSERTION ON DARTBOARD INVESTMENTS
• Some characterizations of mixed renewal processes
• A characterization of martingale-equivalent mixed compound Poisson processes
• Some characterizations of mixed Poisson processes
• A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles
• Title not available (Why is that?)

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