From Cramér’s inequality to marked point processes in risk theory

From Cramér’s inequality to marked point processes in risk theory

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Article ID: iaor19901160
Country: Belgium
Volume: 31
Start Page Number: 185
End Page Number: 198
Publication Date: Apr 1989
Journal: Cahiers du Centre d'tudes de Recherche Oprationnelle
Authors:
Keywords: probability, risk
Abstract:

The ruin problem in risk theory is studied from the ‘classical’ case to the case of general processes, i.e. marked point processes.

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