Delay in claim settlement and ruin probability approximations (Q4863015)
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scientific article; zbMATH DE number 840860
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Delay in claim settlement and ruin probability approximations |
scientific article; zbMATH DE number 840860 |
Statements
Delay in claim settlement and ruin probability approximations (English)
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6 May 1996
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IBNR claims
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risk reserves
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shot-noise process
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functional central limit theorems
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general risk model
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portfolio with delayed claims
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Poisson model
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ruin problems
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premium principles
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ruin probability
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