On Risk Processes with Stochastic Intensity Function

In this paper we are going to study some properties of a stochastic process, which has been proposed by Cramfir (1968) as a model of the claims arising in an insurance company. This process has been studied by Cox in a different context. A few elementary results, concerning moments, are given by Cox and Lewis (1966). The present paper will be a survey of some results derived by the author (1970:1) and (1970:2). For detailed proofs we refer to these papers.