Delay in claim settlement and ruin probability approximations (Q4863015)

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scientific article; zbMATH DE number 840860
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    Delay in claim settlement and ruin probability approximations
    scientific article; zbMATH DE number 840860

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      Delay in claim settlement and ruin probability approximations (English)
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      6 May 1996
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      IBNR claims
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      risk reserves
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      shot-noise process
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      functional central limit theorems
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      general risk model
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      portfolio with delayed claims
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      Poisson model
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      ruin problems
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      premium principles
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      ruin probability
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