Exponential inequalities for ruin probabilities in the Cox case
DOI10.1080/03461238.1988.10413839zbMath0668.62072OpenAlexW2082347486MaRDI QIDQ3821447
Publication date: 1988
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1988.10413839
large deviationsinfinitesimal generatorCox processMarkov jump processPerron-Frobenius theoreminsurance modelLundberg inequalityintensity processexponential estimates of the ruin probabilityindependent jumpsnumber of claims process
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)
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