Asymptotic results for perturbed risk processes with delayed claims

Academic Article

Publication Date:

2004

abstract:

We study the asymptotic behavior of risk processes perturbed by a diffusion, Cox arrivals and delayed claims

Iris type:

01.01 Articolo in rivista

Keywords:

large deviations; point processes; ruin probabilities; shot noise

List of contributors:

Authors of the University:

TORRISI GIOVANNI LUCA

Handle:

Published in:

Journal