Lundberg inequalities for a Cox model with a piecewise constant intensity

Journal of Applied Probability

Volumn 33, Issue 1, 1996, Pages 196-210

  Schmidli, Hanspeter ^a  

^a HERIOT WATT UNIVERSITY   (United Kingdom)

Author keywords

Change of measure; Cox model; Cram r Lundberg approximation; Lundberg inequality; Martingale methods; Risk theory; Ruin probability

Indexed keywords

EID: 0030555876     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0021900200103857     Document Type: Article

References (15)

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