On Ultimate Ruin in a Delayed-Claims Risk Model (Q5312848): Difference between revisions

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Property / author: Kam-Chuen Yuen / rank
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Property / author: Jun-Yi Guo / rank
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Property / author: Kam-Chuen Yuen / rank
 
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Property / author: Jun-Yi Guo / rank
 
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Property / full work available at URL: https://doi.org/10.1239/jap/1110381378 / rank
 
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Property / OpenAlex ID: W2167667440 / rank
 
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Property / cites work
 
Property / cites work: Delay in claim settlement / rank
 
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Property / cites work: An insensitivity property of Lundberg's estimate for delayed claims / rank
 
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Property / cites work: A class of approximations of ruin probabilities / rank
 
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Property / cites work: A remark on ‘A class of approximations of ruin probabilities’ / rank
 
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Property / cites work: Q3276190 / rank
 
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Property / cites work: Ruin probabilities allowing for delay in claims settlement / rank
 
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Latest revision as of 15:41, 10 June 2024

scientific article; zbMATH DE number 2199100
Language Label Description Also known as
English
On Ultimate Ruin in a Delayed-Claims Risk Model
scientific article; zbMATH DE number 2199100

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    On Ultimate Ruin in a Delayed-Claims Risk Model (English)
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    25 August 2005
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    Brownian motion
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    ultimate ruin probability
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    weak convergence
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    main claim
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    by-claim
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    martingale
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    Lundberg exponent
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