Lundberg inequalities for a Cox model with a piecewise constant intensity (Q4877417)
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scientific article; zbMATH DE number 877724
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| English | Lundberg inequalities for a Cox model with a piecewise constant intensity |
scientific article; zbMATH DE number 877724 |
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Lundberg inequalities for a Cox model with a piecewise constant intensity (English)
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16 September 1996
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Cox model
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ruin probability
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Lundberg inequality
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Cramér-Lundberg approximation
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risk theory
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martingale methods
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change of measure
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0.8842035531997681
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0.8582229018211365
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