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Compound binomial risk model in a markovian environment · Study

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ArticleCompound binomial risk model in a markovian environment

Hélène Cossette2004

Article2004

Compound binomial risk model in a markovian environment

Hélène Cossette · David Landriault · Étienne Marceau

35 citations·0/0 files stored·Insurance Mathematics and Economics

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Probability and Risk Models Insurance and Financial Risk Management Probability and Statistical Research

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References

1983Point Processes and Queues: Martingale Dynamics.1979An introduction to mathematical risk theory 1991Aspects of Risk Theory 2001Stochastic Processes for Insurance and Finance 2000Stochastic Processes for Insurance and Finance 1994Ordering of actuarial risks 1988Mathematical Fun with the Compound Binomial Process 1981An Introduction to Mathematical Risk Theory. By Hans U. Gerber [S. S. Huebner Foundation, R. D. Irwin Inc. Homeward Illinois, 1979]

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Year2004

Typearticle

Published2004-10-01

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations35

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/j.insmatheco.2004.07.009

openalex_workW2065255685

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