Lundberg inequalities for a Cox model with a piecewise constant intensity
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Publication:4877417
DOI10.2307/3215277zbMath0845.60066MaRDI QIDQ4877417
Publication date: 16 September 1996
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3215277
martingale methods; ruin probability; Cox model; change of measure; risk theory; Cramér-Lundberg approximation; Lundberg inequality
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