Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A characterization of equivalent martingale measures in a renewal risk
  model with applications to premium calculation principles   Generalizing earlier work of Delbaen and Haezendonck for given compound
renewal process $S$ under a probability measure $P$ we characterize all
probability measures $Q$ on the domain of $P$ such that $Q$ and $P$ are
progressively equivalent and $S$ remains a compound renewal process under $Q$.
As a consequence, we prove that any compound renewal process can be converted
into a compound Poisson process through a change of measures and we show how
this approach is related to premium calculation principles.

9
The categories of this paper are: nlin
6
The categories of this paper are: astro-ph
22
The categories of this paper are: chao-dyn
32
The categories of this paper are: atom-ph
31
The categories of this paper are: ao-sci
3
The categories of this paper are: physics
7
The categories of this paper are: hep-th
34
The categories of this paper are: chem-ph
1
The categories of this paper are: cs
20
The categories of this paper are: acc-phys
4
The categories of this paper are: cond-mat
21
The categories of this paper are: adap-org
15
The categories of this paper are: nucl-ex
28
The categories of this paper are: alg-geom
18
The categories of this paper are: econ
17
The categories of this paper are: q-fin