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

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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: Large deviations and overflow probabilities for the general single-server queue, with applications / 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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Latest revision as of 14:41, 10 June 2024

scientific article; zbMATH DE number 2199100
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English
On Ultimate Ruin in a Delayed-Claims Risk Model
scientific article; zbMATH DE number 2199100

    Statements

    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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