A risk model with renewal shot-noise Cox process (Q896743)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A risk model with renewal shot-noise Cox process |
scientific article |
Statements
A risk model with renewal shot-noise Cox process (English)
0 references
14 December 2015
0 references
risk model
0 references
ruin probability
0 references
renewal shot-noise Cox process
0 references
piecewise-deterministic Markov process
0 references
martingale method
0 references
importance sampling
0 references
change of probability measure
0 references
rare-event simulation
0 references