Integral equations for compound distribution functions

DOI10.2307/3215062zbMath0855.60047OpenAlexW4230146581MaRDI QIDQ4891670

Christian Max Møller

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

zbMATH Keywords

marked point processrisk processmartingale representationMarkovian environmentPanjer recursion formula

Mathematics Subject Classification ID

First-order nonlinear hyperbolic equations (35L60) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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