Asymptotic results for perturbed risk processes with delayed claims
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Publication:868326
DOI10.1016/J.INSMATHECO.2004.01.003zbMATH Open1136.60322OpenAlexW2007632216MaRDI QIDQ868326FDOQ868326
Authors: Claudio Macci, Giovanni Luca Torrisi 
Publication date: 2 March 2007
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2004.01.003
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Cites Work
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Cited In (19)
- Ruin problems under IBNR dynamics
- Sample path large deviations for the multiplicative Poisson shot noise process with compensation
- On the probability of ruin in a continuous risk model with two types of delayed claims
- Title not available (Why is that?)
- Ruin probabilities and aggregrate claims distributions for shot noise Cox processes
- An IBNR-RBNS insurance risk model with marked Poisson arrivals
- Title not available (Why is that?)
- Large deviations for risk processes with reinsurance
- Asymptotic analysis of Poisson shot noise processes, and applications
- A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling
- Sample path moderate deviations for shot noise processes in the high intensity regime
- A risk model with delayed claims
- Large deviations for risk models in which each main claim induces a delayed claim
- A delayed dual risk model
- An insensitivity property of Lundberg's estimate for delayed claims
- Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest
- Lundberg parameters for non standard risk processes
- Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions
- The Gerber-Shiu function for the compound Poisson Omega model with a three-step premium rate
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