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On some measures of the severity of ruin in the classical Poisson model

✍ Scribed by Philippe Picard

Publisher: Elsevier Science
Year: 1994
Tongue: English
Weight: 548 KB
Volume: 14
Category: Article
ISSN: 0167-6687
DOI: 10.1016/0167-6687(94)00006-9

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## Abstract The space of probability measures on a Riemannian manifold is endowed with the Fisher information metric. In [4] T. Friedrich showed that this space admits also Poisson structures {, }. In this note, we give directly another proof for the structure {, } being Poisson. (© 2007 WILEY‐VCH