Integral equations for compound distribution functions
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Publication:4891670
DOI10.2307/3215062zbMath0855.60047MaRDI QIDQ4891670
Publication date: 14 January 1997
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3215062
marked point process; risk process; martingale representation; Markovian environment; Panjer recursion formula
35L60: First-order nonlinear hyperbolic equations
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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