Some Mathematical Aspects of Claim Number Processes with the Markov Property

DOI10.1007/BF02808718MaRDI QIDQ3906965zbMATH OpenFDO

Authors J. Haezendonck

Publication date 1980

Published in Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02808718

zbMATH Keywords

amount of jumpsclaim number processesMarkov property

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites work

• scientific article; zbMATH DE number 3333061 (Why is no real title available?)
• scientific article; zbMATH DE number 3385033 (Why is no real title available?)
• Maβtheoretische Ergänzungen zur Risikotheorie

Cited in

(2)

• Invariantly recursive credibility estimation
• Markoffsche ZÄhlprozesse mit Sprüngen der Höhe Eins

This page was built for publication: Some Mathematical Aspects of Claim Number Processes with the Markov Property

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3906965)