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Dongdong Hu

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Preprint Aug 2026

Ruin theory incorporating MIPP-type jumps

The paper studies the ruin probability for an insurer's surplus process when claim arrivals are governed by a Multiply Iterated Poisson Process (MIPP). This framework generalizes the classical Cram\'er-Lundberg model by permitting claims to arrive in clusters, which makes it well suited for representing catastrophic in...

Dongdong Hu, Hasanjan Sayit · 0 citations

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