Ruin probabilities in a Markovian shot-noise environment (Q6102052): Difference between revisions

@@ Property / OpenAlex ID @@
+W4308922323
@@ Property / OpenAlex ID: W4308922323 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin probabilities and aggregrate claims distributions for shot noise Cox processes
+Normal rank
@@ Property / cites work @@
+Q3560912
@@ Property / cites work: Q3560912 / rank @@
+Normal rank
@@ Property / cites work @@
+Point processes and queues. Martingale dynamics
@@ Property / cites work: Point processes and queues. Martingale dynamics / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity
+Normal rank
@@ Property / cites work @@
+Kalman-Bucy Filtering for Linear Systems Driven by the Cox Process with Shot Noise Intensity and Its Application to the Pricing of Reinsurance Contracts
+Normal rank
@@ Property / cites work @@
+A risk model with renewal shot-noise Cox process
@@ Property / cites work: A risk model with renewal shot-noise Cox process / rank @@
+Normal rank
@@ Property / cites work @@
+Q3136505
@@ Property / cites work: Q3136505 / rank @@
+Normal rank
@@ Property / cites work @@
+Aspects of risk theory
@@ Property / cites work: Aspects of risk theory / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin probabilities in a diffusion environment
@@ Property / cites work: Ruin probabilities in a diffusion environment / rank @@
+Normal rank
@@ Property / cites work @@
+Risk processes with shot noise Cox claim number process and reserve dependent premium rate
+Normal rank
@@ Property / cites work @@
+Probability Distributions and Level Crossings of Shot Noise Models
+Normal rank
@@ Property / cites work @@
+A technique for exponential change of measure for Markov processes
+Normal rank
@@ Property / cites work @@
+Q4230625
@@ Property / cites work: Q4230625 / rank @@
+Normal rank
@@ Property / cites work @@
+An extension to the renewal theorem and an application to risk theory
+Normal rank