A risk model with renewal shot-noise Cox process (Q896743): Difference between revisions
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Revision as of 19:48, 28 February 2024
scientific article
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| English | A risk model with renewal shot-noise Cox process |
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A risk model with renewal shot-noise Cox process (English)
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14 December 2015
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risk model
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ruin probability
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renewal shot-noise Cox process
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piecewise-deterministic Markov process
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martingale method
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importance sampling
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change of probability measure
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rare-event simulation
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