The interplay between insurance, finance and control
✍ Scribed by Søren Asmussen; Ole.E. Barndorff-Nielsen
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 82 KB
- Volume
- 22
- Category
- Article
- ISSN
- 0167-6687
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
In this article, the authors discuss mixed exponential distributions and, more generally, scale mixtures with specific consideration the purpose of insurance modeling. Results are derived for equilibrium distributions (defined via stop-loss transforms) of mixed distributions. Some recursive relation
Yushkevich can also be applied to certain models where control of the flow is possible. The method consists in a transformation to a model without control of the flow by a kind of time change.
Yushkevich can also be applied to certain models where control of the flow is possible. The method consists in a transformation to a model without control of the flow by a kind of time change.