Abstract
In the present chapter we introduce the notion of a risk process (Section 6.1) and study the permanence properties of risk processes under thinning (Section 6.2), decomposition (Section 6.3), and superposition (Section 6.4). These problems are of interest in reinsurance.
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© 1996 B. G. Teubner, Stuttgart
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Schmidt, K.D. (1996). The Risk Process in Reinsurance. In: Lectures on Risk Theory. Teubner Skripten zur Mathematischen Stochastik. Vieweg+Teubner Verlag. https://doi.org/10.1007/978-3-322-90570-3_7
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DOI: https://doi.org/10.1007/978-3-322-90570-3_7
Publisher Name: Vieweg+Teubner Verlag
Print ISBN: 978-3-519-02735-5
Online ISBN: 978-3-322-90570-3
eBook Packages: Springer Book Archive