Statistical Tools for Finance and Insurance  
 

14 Modeling of the Risk Process
14.1 Introduction
14.2 Claim Arrival Processes
14.2.1 Homogeneous Poisson Process
14.2.2 Non-homogeneous Poisson Process
14.2.3 Mixed Poisson Process
14.2.4 Cox Process
14.2.5 Renewal Process
14.3 Simulation of Risk Processes
Bibliography

 
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