Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions (Q984010): Difference between revisions

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+An insensitivity property of Lundberg's estimate for delayed claims
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+Sample path large deviations principles for Poisson shot noise processes, and applications
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+Asymptotic results for perturbed risk processes with delayed claims
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+Mathematical Analysis of Random Noise
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+Simulating the ruin probability of risk processes with delay in claim settlement
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+Publication:984010