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20142026
most citedA characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles

7 citations · 8 across the 7 of their papers we have counts for

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math.PR2014★ 1 cited

Some characterizations for Markov processes as mixed renewal processes

N. D. Macheras, S. M. Tzaninis

In this paper the class of mixed renewal processes (MRPs for short) with mixing parameter a random vector from \cite{lm6z3} (enlarging Huang's \cite{hu} original class) is replaced…