Ruin problems under IBNR dynamics (Q2862435)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Ruin problems under IBNR dynamics |
scientific article; zbMATH DE number 6227435
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin problems under IBNR dynamics |
scientific article; zbMATH DE number 6227435 |
Statements
Ruin problems under IBNR dynamics (English)
0 references
15 November 2013
0 references
discrete-time risk process
0 references
convex order
0 references
IBNR claims
0 references
large deviations
0 references
martingale
0 references
ultimate ruin probability
0 references
0 references
0 references
