Abstract
The main purpose pursued by the author in the present article consists in showing how Lévy's processes can be used to describe and control some insurance activities. As an immediate consequence of the recommended model, he presents examples of natural constraints to be verified by any admissible choice at the macroeconomic level.
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N. U. Prabhu,Stochastic Storage Processes. Springer.
D. Dacunha-Castelle etM. Duflo,Probabilités et Statistiques. Masson.
H. Bühlmann,Mathematical Methods in Risk Theory. Springer
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Pinhas, M. Critères macroéconomiques actuariels et processus de Paul Lévy. Rivista di Matematica per le Scienze Economiche e Sociali 9, 143–147 (1986). https://doi.org/10.1007/BF02086872
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DOI: https://doi.org/10.1007/BF02086872