Publication:4839504

zbMath0823.60042MaRDI QIDQ4839504

Bronius Grigelionis

Publication date: 8 October 1995

zbMATH Keywords

exponential inequalities; spectral problem; martingale approach; Cox process; insurance model

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

60J25: Continuous-time Markov processes on general state spaces

60G44: Martingales with continuous parameter

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

Related Items

Two-sided Lundberg inequalities in a Markovian environment, Lundberg inequalities in a diffusion environment