Lundberg parameters for non standard risk processes

Scandinavian Actuarial Journal

Volumn 2005, Issue 6, 2005, Pages 417-432

  Macci, Claudio ^a   Stabile, Gabriele ^b   Luca Torrisi, Giovanni ^c  

^a UNIVERSITY OF ROME TOR VERGATA   (Italy)

^b SAPIENZA UNIVERSITY OF ROME   (Italy)

^c CNR   (Italy)

Author keywords

Large deviations; Lundberg parameter; Markov modulated process; Shot noise process; Supermodular order

Indexed keywords

EID: 33947257718     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461230500363048     Document Type: Article

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