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

DOI10.1080/03610920801942447zbMath1147.62380OpenAlexW2024515266MaRDI QIDQ3532752

Feng Chen, Zehui Li, Jinxia Zhu

Publication date: 28 October 2008

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920801942447

zbMATH Keywords

martingalecompensatorstochastic intensityinsurance risk modelentrance process

Mathematics Subject Classification ID

Cites Work

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• Aspects of risk theory
• Study of a risk model based on the entrance process
• Foundations of Modern Probability
• Statistical models based on counting processes

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