Exponential inequalities for ruin probabilities in the Cox case (Q3821447): Difference between revisions

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Property / author: Thomas Björk / rank
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Property / cites work: Point processes and queues. Martingale dynamics / rank
 
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Latest revision as of 13:48, 19 June 2024

scientific article
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Exponential inequalities for ruin probabilities in the Cox case
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    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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