Statements (20)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_process
risk process |
| gptkbp:describes |
surplus of an insurance company over time
|
| gptkbp:hasApplication |
risk theory
ruin theory insurance risk modeling |
| gptkbp:hasModel |
claims arrival as a Poisson process
claim sizes as independent identically distributed random variables |
| https://www.w3.org/2000/01/rdf-schema#label |
Cramér–Lundberg process
|
| gptkbp:namedAfter |
gptkb:Harald_Cramér
gptkb:Filip_Lundberg |
| gptkbp:parameter |
claim arrival rate
claim size distribution premium rate |
| gptkbp:relatedTo |
gptkb:compound_Poisson_process
|
| gptkbp:studies |
probability of ruin
|
| gptkbp:usedIn |
actuarial science
insurance mathematics |
| gptkbp:bfsParent |
gptkb:spectrally_negative_Lévy_process
|
| gptkbp:bfsLayer |
5
|