A Risk Model with Delayed Claims
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Publication:2854075
DOI10.1239/jap/1378401230zbMath1278.91084OpenAlexW3124787505MaRDI QIDQ2854075
Hongbiao Zhao, Angelos Dassios
Publication date: 17 October 2013
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1378401230
asymptoticsruin probabilitynonhomogeneous Poisson processrisk modeldelayed claimgeneralised Cramér-Lundberg approximation
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Related Items (5)
Hawkes processes in insurance: risk model, application to empirical data and optimal investment ⋮ A Risk Process with Delayed Claims and Constant Dividend Barrier ⋮ An IBNR-RBNS insurance risk model with marked Poisson arrivals ⋮ On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims ⋮ Asymptotics for ultimate ruin probability in a by-claim risk model
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- Properties of the bivariate delayed Poisson process
- An insensitivity property of Lundberg's estimate for delayed claims
- On Ultimate Ruin in a Delayed-Claims Risk Model
- Letter to the Editor—The Output of an M/G/∞ Queuing System is Poisson
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