Aven theorem, compensator of a point process

wstguru · April 18th, 2006, 2:03 pm

Hi all,I am looking for the statement of this theorem and if there is any web source which gives some details about it.thnks in advance

jfuqua · April 18th, 2006, 3:58 pm

http://legacy.orie.cornell.edu/~xinguo/ ... /Seminars/ MathFin/Spring2005/GuoJarrowZeng.pdf T. Aven. A theorem for determining the compensator of a counting. process, Scandinavian Journal of Statistics, 12, 69-72.

wstguru · April 19th, 2006, 1:21 pm

hi jfuqua, thanks for ur help, actually the papers u pointed only use the theorm but dont describe it nor demonstrate it, a part from the last one, the one by aven itself, and this is the one am looking for, I don't know if anyone has it and can pm me coz it's not free on the netthnks

jfuqua · April 19th, 2006, 2:25 pm

Maybe in his book 'Foundations of Risk Analysis' Wiley 2004 ?

wstguru · April 19th, 2006, 2:32 pm

I don't have it, do u have his paper ?