Author:
Embrechts Paul,Schmidli Hanspeter
Abstract
The theory of piecewise-deterministic Markov processes is used in order to investigate insurance risk models where borrowing, investment and inflation are present.
Publisher
Cambridge University Press (CUP)
Subject
Applied Mathematics,Statistics and Probability
Reference12 articles.
1. Computational methods in risk theory: A matrix-algorithmic approach
2. Aspects of Risk Theory
3. A solvency study in non-life insurance
4. Piecewise-deterministic Markov processes: a general class of non-diffusion stochastic models;Davis;J. R. Statist. Soc. B,1984
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