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On risk processes with the Markov property and with independent increments |
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| Authors: | F Delbaen J Haezendonck |
| Institution: | Vrije Universiteit Brussel, Departement Wiskunde, Pleinlaan 2, F7, B-1050 Brussel, Belgium;Universiteit Antwerpen, U.I.A., Departement Wiskunde, Universiteitsplein 1, B-2610 Wilrijk, Belgium |
| Abstract: | We study the influence on the underlying counting process of the Markov property and of the property of independent increments for a risk process. |
| Keywords: | Poisson process Perturbated Poisson process Counting process Compound Poisson process Risk process (Strongly) connected probability distribution |
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