Finite-time Lundberg inequalities in the Cox case (Q3142172)
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scientific article; zbMATH DE number 445217
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| English | Finite-time Lundberg inequalities in the Cox case |
scientific article; zbMATH DE number 445217 |
Statements
Finite-time Lundberg inequalities in the Cox case (English)
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26 April 1994
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Markov renewal intensity
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Cox process
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intensity process
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risk process
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surplus
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insurance company
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time of ruin
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finite-time Lundberg inequality
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Markov chain
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piecewise deterministic Markov processes
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construction of martingales
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estimates for ruin probabilities
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0.85285366
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0.8352894
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0.8177571
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0.81321263
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0.78916717
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0.78770894
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