Applications of the classical compound Poisson model with claim sizes following a compound distribution

DOI10.1017/s0269964822000195zbMath1518.91220OpenAlexW4285391138MaRDI QIDQ6163059

Unnamed Author, Kristina P. Sendova

Publication date: 16 June 2023

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964822000195

zbMATH Keywords

compound Poisson processGerber-Shiu functionruin modelPólya-Aeppli risk model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Cites Work

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