Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims
Year of publication: |
2013
|
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Authors: | Zhu, Lingjiong |
Published in: |
Insurance / Mathematics & economics. - 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 | Theorie | Theory | Risiko | Risk |
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