Poisson random sums in modelling operations for the treatment of ongoing risk occurrences

Authors

  • Κωνσταντίνος Τ. Αρτίκης
  • Παναγιώτης Τ. Αρτίκης

Keywords:

Random sum, Risk, Modelling

Abstract

The paper makes use of a very important result from stochastic theory of service systems in order to formulate a Poisson random sum of nonnegative random variables. Applications of the proposed Poisson random sum in stochastic modelling of risk financing operations for ongoing risk occurrences at given time point are provided.

JEL Classification: C51

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Published

20-04-2005

How to Cite

Αρτίκης Κ. Τ., & Αρτίκης Π. Τ. (2005). Poisson random sums in modelling operations for the treatment of ongoing risk occurrences. SPOUDAI Journal of Economics and Business, 55(2), 32–47. Retrieved from https://spoudai.org/index.php/journal/article/view/392

Issue

Vol. 55 No. 2 (2005): Vol 55, No 2 (2005)

Section

Articles

License

Copyright (c) 2005 SPOUDAI Journal of Economics and Business

Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.