Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequality
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Publication:4302595
DOI10.1287/moor.19.2.410zbMath0801.60091MaRDI QIDQ4302595
Publication date: 21 November 1994
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.19.2.410
periodicity; risk process; ruin probability; risk theory; Markov-modulated model; Cramér- Lundberg approximation
60K25: Queueing theory (aspects of probability theory)
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
60K30: Applications of queueing theory (congestion, allocation, storage, traffic, etc.)
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