Ruin problems under IBNR dynamics (Q2862435)
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scientific article; zbMATH DE number 6227435
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Ruin problems under IBNR dynamics |
scientific article; zbMATH DE number 6227435 |
Statements
Ruin problems under IBNR dynamics (English)
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15 November 2013
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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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0.8864958882331848
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0.8726709485054016
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0.8420522212982178
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0.8393380045890808
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0.837384045124054
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