Lundberg inequalities for a Cox model with a piecewise constant intensity (Q4877417)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Lundberg inequalities for a Cox model with a piecewise constant intensity |
scientific article; zbMATH DE number 877724
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Lundberg inequalities for a Cox model with a piecewise constant intensity |
scientific article; zbMATH DE number 877724 |
Statements
Lundberg inequalities for a Cox model with a piecewise constant intensity (English)
0 references
16 September 1996
0 references
Cox model
0 references
ruin probability
0 references
Lundberg inequality
0 references
Cramér-Lundberg approximation
0 references
risk theory
0 references
martingale methods
0 references
change of measure
0 references
0.8842035531997681
0 references
0.8582229018211365
0 references
