Study of a risk model based on the entrance process
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Publication:1776343
DOI10.1016/j.spl.2004.10.028zbMath1067.62105OpenAlexW2066389497MaRDI QIDQ1776343
Jinxia Zhu, Zehui Li, Feng Chen
Publication date: 12 May 2005
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2004.10.028
Nonhomogeneous Poisson processInsurance risk modelRisk processShot noise processStable random variable or distribution
Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (6)
The Finite Time Ruin Probability of a New Risk Model Based on Entrance Process ⋮ Precise Large Deviations for the Actual Aggregate Loss Process ⋮ Asymptotic ruin probabilities of a dependent renewal risk model based on entrance processes with constant interest rate ⋮ The limit property of a risk model based on entrance processes ⋮ Upper Bounds for the Ruin Probabilities of the Entrance-Based Risk Model ⋮ The limit behavior of a risk model based on entrance processes
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