Exponential martingale and large deviations for a Cox risk process with Poisson shot noise intensity (Q439235): Difference between revisions

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+Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity
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+Ruin probabilities and aggregrate claims distributions for shot noise Cox processes
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+Large deviations for risk processes with reinsurance
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+Functional Large Deviations and Moderate Deviations for Markov-Modulated Risk Models with Reinsurance
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+Precise Large Deviations for the Actual Aggregate Loss Process
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+Risk processes with shot noise Cox claim number process and reserve dependent premium rate
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+A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling
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+Large and moderate deviations for estimators of quadratic variational processes of diffusions.
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