Ruin probabilities for Bayesian exchangeable claims processes

DOI10.1016/j.jspi.2015.01.005zbMath1394.62139OpenAlexW2046325637MaRDI QIDQ899543

Ramsés H. Mena, Arrigo Coen

Publication date: 29 December 2015

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2015.01.005

zbMATH Keywords

compound Poisson processrisk modelnet profit conditionexchangeable sequence

Mathematics Subject Classification ID

Related Items (5)

The limit theorem for maximum of partial sums of exchangeable random variables ⋮ Ruin probabilities as functions of the roots of a polynomial ⋮ Compound Dirichlet Processes ⋮ Dini derivatives and regularity for exchangeable increment processes ⋮ Schur-constant and related dependence models, with application to ruin probabilities

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