Exponential inequalities for ruin probabilities in the Cox case (Q3821447)
From MaRDI portal
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)
0 references
1988
0 references
large deviations
0 references
Perron-Frobenius theorem
0 references
infinitesimal generator
0 references
insurance model
0 references
number of claims process
0 references
Cox process
0 references
Lundberg inequality
0 references
exponential estimates of the ruin probability
0 references
intensity process
0 references
independent jumps
0 references
Markov jump process
0 references
