An insensitivity property of Lundberg's estimate for delayed claims
From MaRDI portal
Publication:4529151
DOI10.1239/JAP/1014842846zbMATH Open0968.62074OpenAlexW1972416999MaRDI QIDQ4529151FDOQ4529151
Publication date: 17 September 2001
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/277419be6df2a0be9e9ee4a8a172fdd46bc2d509
Recommendations
Cited In (27)
- Ruin problems under IBNR dynamics
- Title not available (Why is that?)
- Poisson shot noise traffic model and approximation of significant functionals
- Precise deviations for Cox processes with a shot noise intensity
- Ruin probabilities and aggregrate claims distributions for shot noise Cox processes
- Risk comparisons of premium rules: Optimality and a life insurance study
- An IBNR-RBNS insurance risk model with marked Poisson arrivals
- Risk processes with non-stationary Hawkes claims arrivals
- On Ultimate Ruin in a Delayed-Claims Risk Model
- Simulating the ruin probability of risk processes with delay in claim settlement
- Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications
- Asymptotic results for perturbed risk processes with delayed claims
- Asymptotic tail behavior of Poisson shot-noise processes with interdependence between shock and arrival time
- Delay in claim settlement
- The compound binomial risk model with time-correlated claims
- Asymptotic analysis of Poisson shot noise processes, and applications
- A risk model with delayed claims
- Large deviations for risk models in which each main claim induces a delayed claim
- A risk model with renewal shot-noise Cox process
- Risk processes with shot noise Cox claim number process and reserve dependent premium rate
- Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications
- Lundberg parameters for non standard risk processes
- A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions
- A Risk Process with Delayed Claims and Constant Dividend Barrier
- Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions
- Moments of renewal shot-noise processes and their applications
- On convolution equivalence with applications
This page was built for publication: An insensitivity property of Lundberg's estimate for delayed claims
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4529151)
