Ruin problems under IBNR dynamics (Q2862435): Difference between revisions

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+Ruin probabilities allowing for delay in claims settlement
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+Delay in claim settlement
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+Explosive Poisson shot noise processes with applications to risk reserves
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+An insensitivity property of Lundberg's estimate for delayed claims
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+Asymptotic results for perturbed risk processes with delayed claims
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+Lundberg parameters for non standard risk processes
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+A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions
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+A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling
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+On Ultimate Ruin in a Delayed-Claims Risk Model
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+Exponential smoothing and credibility theory
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+Logarithmic asymptotics for steady-state tail probabilities in a single-server queue
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+Rough descriptions of ruin for a general class of surplus processes
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+Asymptotic ruin probabilities for risk processes with dependent increments.
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+Asymptotic behaviour of Wiener-Hopf factors of a random walk
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