Poisson Random Sums of Stochastic Integrals in Proactive Risk Management Operations
DOI:
https://doi.org/10.26713/cma.v17i1.3508Keywords:
Random sum, Continuous discounting characteristic function, Stochastic integralAbstract
Random sums and stochastic integrals are generally adopted as fundamental probabilistic concepts with very valuable applicability in many disciplines strongly supporting formulation and interpretation of stochastic models. It is shown that random sums are suitable for investigating interconnections among equalities in distribution. Furthermore, the paper clarifies the importance of random sums in modelling.
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