Large deviations for risk models in which each main claim induces a delayed claim
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Publication:5485916
DOI10.1080/17442500600724941zbMATH Open1097.60009OpenAlexW2088575478MaRDI QIDQ5485916FDOQ5485916
Authors: Claudio Macci 
Publication date: 4 September 2006
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2108/39277
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Cites Work
- Title not available (Why is that?)
- Large deviations for vector-valued Lévy processes
- On Ultimate Ruin in a Delayed-Claims Risk Model
- Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces
- An insensitivity property of Lundberg's estimate for delayed claims
- Lundberg parameters for non standard risk processes
- Sample path large deviations principles for Poisson shot noise processes, and applications
- Large deviations and overflow probabilities for the general single-server queue, with applications
- Asymptotic results for perturbed risk processes with delayed claims
Cited In (9)
- Sample path large and moderate deviations for risk model with delayed claims
- An IBNR-RBNS insurance risk model with marked Poisson arrivals
- On the probability of ruin in the compound Poisson risk model with potentially delayed claims
- On Ultimate Ruin in a Delayed-Claims Risk Model
- Title not available (Why is that?)
- Asymptotic results for perturbed risk processes with delayed claims
- Large deviations for the time-integrated negative parts of some processes
- On the Gerber-Shiu discounted penalty function in a risk model with delayed claims
- The Cramér-Lundberg model with a fluctuating number of clients
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