Ruin probabilities for Bayesian exchangeable claims processes

DOI10.1016/J.JSPI.2015.01.005zbMath1394.62139OpenAlexW2046325637MaRDI QIDQ899543

Ramsés H. Mena, Arrigo Coen

Publication date: 29 December 2015

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2015.01.005

zbMATH Keywords

compound Poisson processrisk modelnet profit conditionexchangeable sequence

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (5)

The limit theorem for maximum of partial sums of exchangeable random variables ⋮ Ruin probabilities as functions of the roots of a polynomial ⋮ Compound Dirichlet Processes ⋮ Dini derivatives and regularity for exchangeable increment processes ⋮ Schur-constant and related dependence models, with application to ruin probabilities

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