Risk processes with non-stationary Hawkes claims arrivals (Q708785): Difference between revisions

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+https://doi.org/10.1007/s11009-008-9110-6
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+W2165789588
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+Ruin probabilities and aggregrate claims distributions for shot noise Cox processes
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+Simple approximations of ruin probabilities
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+Large Deviations of Poisson Cluster Processes
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+An insensitivity property of Lundberg's estimate for delayed claims
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+Stability of nonlinear Hawkes processes
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+Rate of convergence to equilibrium of marked Hawkes processes
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+An Introduction to the Theory of Point Processes
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+Publication:708785