Exponential inequalities for ruin probabilities in the Cox case (Q3821447): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/03461238.1988.10413839 / rank | |||
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| Property / OpenAlex ID: W2082347486 / rank | |||
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| Property / cites work: Point processes and queues. Martingale dynamics / rank | |||
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| Property / cites work: Q3969647 / rank | |||
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Latest revision as of 13:48, 19 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential inequalities for ruin probabilities in the Cox case |
scientific article |
Statements
Exponential inequalities for ruin probabilities in the Cox case (English)
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1988
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large deviations
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Perron-Frobenius theorem
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infinitesimal generator
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insurance model
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number of claims process
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Cox process
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Lundberg inequality
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exponential estimates of the ruin probability
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intensity process
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independent jumps
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Markov jump process
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