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Lundberg parameters for non standard risk processes - MaRDI portal

Lundberg parameters for non standard risk processes (Q5430558)

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scientific article; zbMATH DE number 5220285
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English
Lundberg parameters for non standard risk processes
scientific article; zbMATH DE number 5220285

    Statements

    title
    Lundberg parameters for non standard risk processes (English)
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    author
    Claudio Macci
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    Gabriele Stabile
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    Giovanni Luca Torrisi
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    publication date
    16 December 2007
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    zbMATH Keywords
    shot noise process
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    Markov modulated process
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    large deviations
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    Lundberg parameter
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    supermodular order
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    Identifiers

    zbMATH DE Number
    5220285
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    OpenAlex ID
    W2045316381
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