Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims (Q2015621)
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scientific article; zbMATH DE number 6306899
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| English | Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims |
scientific article; zbMATH DE number 6306899 |
Statements
Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims (English)
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23 June 2014
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risk processes
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ruin probabilities
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subexponential distributions
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non-stationary processes
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Hawkes processes
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shot noise processes
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self-correcting point processes
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0.9135035276412964
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0.9110084772109984
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0.8449238538742065
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0.8411468863487244
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0.8404151201248169
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