Ruin probabilities allowing for delay in claims settlement
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Publication:1058802
DOI10.1016/0167-6687(85)90005-8zbMath0565.62091OpenAlexW1996784898MaRDI QIDQ1058802
Howard R. Waters, Alex Papatriandafylou
Publication date: 1985
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(85)90005-8
upper boundsrisk processruin probabilitymartingale techniquesLundberg's inequalitydelay in claims settlementoutstanding claims reservesrun-off triangles
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