Large deviations for risk models in which each main claim induces a delayed claim
Work
Year: 2006
Type: article
Abstract: In reality insurance claims may be delayed for several reasons and risk models with this feature have been discussed for some years. In this paper we present a sample path large deviation principle fo... more
Source: Stochastics
Author Claudio Macci
Institution University of Rome Tor Vergata
Cites: 14
Cited by: 7
Related to: 10
FWCI: 0.762
Citation percentile (by year/subfield): 73.3
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green