Risk models of order k

MaRDI QIDQ5204059zbMATH OpenFDO

Authors Krasimira Y. Kostadinova, M. D. Lazarova

Publication date 9 December 2019

Full work available at URL http://aos.ro/wp-content/anale/MVol11Nr2Art.4.pdf

zbMATH Keywords

risk modelPoisson processruin probabilitymartingale approximationPólya-Aeppli process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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Cited in

(6)

• On the Poisson process of order \(k\).
• scientific article; zbMATH DE number 6682040 (Why is no real title available?)
• Model spaces for risk measures
• Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond
• Kusuoka representation of higher order dual risk measures
• Pólya-Aeppli of order \(k\) risk model

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