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Upper Bounds for the Ruin Probabilities of the Entrance-Based Risk Model - MaRDI portal

Upper Bounds for the Ruin Probabilities of the Entrance-Based Risk Model (Q3532752)

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Upper Bounds for the Ruin Probabilities of the Entrance-Based Risk Model
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    Upper Bounds for the Ruin Probabilities of the Entrance-Based Risk Model (English)
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    28 October 2008
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    compensator
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    entrance process
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    insurance risk model
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    martingale
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    stochastic intensity
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