Asymptotic results for perturbed risk processes with delayed claims

Articolo
Data di Pubblicazione:
2004
Abstract:
We study the asymptotic behavior of risk processes perturbed by a diffusion, Cox arrivals and delayed claims
Tipologia CRIS:
01.01 Articolo in rivista
Keywords:
large deviations; point processes; ruin probabilities; shot noise
Elenco autori:
Autori di Ateneo:
Link alla scheda completa:
https://iris.cnr.it/handle/20.500.14243/450230
Pubblicato in:
INSURANCE MATHEMATICS & ECONOMICS
Journal