Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims
Lingjiong Zhu
| Year of publication: |
2013
|
|---|---|
| Authors: | Zhu, Lingjiong |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 3, p. 544-550
|
| Subject: | Risk processes | Ruin probabilities | Subexponential distributions | Non-stationary processes | Hawkes processes | Shot noise processes | Self-correcting point processes | Wahrscheinlichkeitsrechnung | Probability theory | Risiko | Risk | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010227943