A Cox process with log-normal intensity. (Q1413360)

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A Cox process with log-normal intensity.
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    title
    A Cox process with log-normal intensity. (English)
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    author
    Sankarshan Basu
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    Angelos Dassios
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    publication date
    16 November 2003
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    Mathematics Subject Classification ID
    91B30
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    60G35
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    60G55
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    60G15
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    zbMATH DE Number
    2004054
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    zbMATH Keywords
    Stop-loss reinsurance
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    Ornstein-Uhlenbeck process
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