Lundberg parameters for non standard risk processes

DOI10.1080/03461230500363048zbMath1143.91034OpenAlexW2045316381MaRDI QIDQ5430558

Claudio Macci, Gabriele Stabile, Giovanni Luca Torrisi

Publication date: 16 December 2007

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461230500363048

zbMATH Keywords

large deviationssupermodular ordershot noise processMarkov modulated processLundberg parameter

Mathematics Subject Classification ID

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• Delay in claim settlement and ruin probability approximations

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