Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion (Q1341323): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/0167-6687(94)00017-4 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2046381198 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large claims approximations for risk processes in a Markovian environment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exponential inequalities for ruin probabilities in the Cox case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and insurance risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3680030 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3136505 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk theory for the compound Poisson process that is perturbed by diffusion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3969647 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin estimation for a general insurance risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite-time Lundberg inequalities in the Cox case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5637709 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Aspects of risk theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3997782 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic estimates for the probability of ruin in a Poisson model with diffusion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4187050 / rank
 
Normal rank

Latest revision as of 10:07, 23 May 2024

scientific article
Language Label Description Also known as
English
Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion
scientific article

    Statements

    Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion (English)
    0 references
    0 references
    0 references
    9 January 1995
    0 references
    Lundberg inequality
    0 references
    martingale methods
    0 references
    renewal model
    0 references
    diffusion processes
    0 references
    martingales for risk processes
    0 references
    exponential bounds
    0 references
    ruin probability
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references