Ruin problems under IBNR dynamics (Q2862435)

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Ruin problems under IBNR dynamics
scientific article

    Statements

    title
    Ruin problems under IBNR dynamics (English)
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    author
    Julien Trufin
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    Hansjoerg Albrecher
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    Michel M. Denuit
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    publication date
    15 November 2013
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    zbMATH Keywords
    discrete-time risk process
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    convex order
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    IBNR claims
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    large deviations
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    martingale
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    ultimate ruin probability
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    Identifiers

    DOI
    10.1002/asmb.875
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    zbMATH DE Number
    6227435
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