Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims

Insurance: Mathematics and Economics

Volumn 53, Issue 3, 2013, Pages 544-550

  Zhu, Lingjiong ^a  

^a NEW YORK UNIVERSITY   (United States)

Author keywords

Hawkes processes; Non stationary processes; Risk processes; Ruin probabilities; Self correcting point processes; Shot noise processes; Subexponential distributions

Indexed keywords

EID: 84883799820     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2013.08.008     Document Type: Article

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