Pages that link to "Item:Q3440847"
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The following pages link to Ruin probabilities and aggregrate claims distributions for shot noise Cox processes (Q3440847):
Displayed 45 items.
- On a multi-dimensional risk model with regime switching (Q320264) (← links)
- Exponential martingale and large deviations for a Cox risk process with Poisson shot noise intensity (Q439235) (← links)
- Ruin probabilities for a regenerative Poisson gap generated risk process (Q635979) (← links)
- A perturbed risk model with dependence between premium rates and claim sizes (Q659158) (← links)
- Risk processes with non-stationary Hawkes claims arrivals (Q708785) (← links)
- Optimal reinsurance-investment strategy for a dynamic contagion claim model (Q784437) (← links)
- A risk model with renewal shot-noise Cox process (Q896743) (← links)
- Approximation for portfolio optimization in a financial market with shot-noise jumps (Q1616797) (← links)
- Conditional, non-homogeneous and doubly stochastic compound Poisson processes with stochastic discounted claims (Q1703033) (← links)
- Saddlepoint approximations to tail probabilities and quantiles of inhomogeneous discounted compound Poisson processes with periodic intensity functions (Q1930449) (← links)
- On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing (Q2015646) (← links)
- Shot-noise queueing models (Q2070672) (← links)
- Rates of convergence in the two-island and isolation-with-migration models (Q2083920) (← links)
- The single server queue with mixing dependencies (Q2176354) (← links)
- Transform approach for discounted aggregate claims in a risk model with descendant claims (Q2212272) (← links)
- Risk processes with shot noise Cox claim number process and reserve dependent premium rate (Q2276212) (← links)
- On double-boundary non-crossing probability for a class of compound processes with applications (Q2282550) (← links)
- A micro-level claim count model with overdispersion and reporting delays (Q2374091) (← links)
- Contagion modeling between the financial and insurance markets with time changed processes (Q2397853) (← links)
- Ruin by dynamic contagion claims (Q2444709) (← links)
- Lifetime properties of a cumulative shock model with a cluster structure (Q2449382) (← links)
- Hawkes processes in insurance: risk model, application to empirical data and optimal investment (Q2665846) (← links)
- Optimal insurance contracts for a shot-noise Cox claim process and persistent insured's actions (Q2685515) (← links)
- A Risk Model with Delayed Claims (Q2854075) (← links)
- A delayed dual risk model (Q2976125) (← links)
- CATASTROPHE INSURANCE DERIVATIVES PRICING USING A COX PROCESS WITH JUMP DIFFUSION CIR INTENSITY (Q4555851) (← links)
- Moments of renewal shot-noise processes and their applications (Q4562034) (← links)
- Prediction in a Poisson cluster model with multiple cluster processes (Q4576757) (← links)
- Shot-Noise Processes in Finance (Q4609026) (← links)
- Single-server queues under overdispersion in the heavy-traffic regime (Q4994069) (← links)
- RUIN PROBABILITIES FOR A MULTIDIMENSIONAL RISK MODEL WITH NON-STATIONARY ARRIVALS AND SUBEXPONENTIAL CLAIMS (Q5051222) (← links)
- Classification of flash crashes using the Hawkes<i>(p,q)</i>framework (Q5068081) (← links)
- A discrete-time risk model with Poisson ARCH claim-number process (Q5077476) (← links)
- Precise deviations for Cox processes with a shot noise intensity (Q5077947) (← links)
- A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling (Q5086640) (← links)
- The endo–exo problem in high frequency financial price fluctuations and rejecting criticality (Q5234347) (← links)
- A Risk Process with Delayed Claims and Constant Dividend Barrier (Q5380533) (← links)
- A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions (Q5441512) (← links)
- Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-stationary arrivals (Q6054128) (← links)
- Optimal reinsurance-investment problem for a general insurance company under a generalized dynamic contagion claim model (Q6099190) (← links)
- Ruin probabilities in a Markovian shot-noise environment (Q6102052) (← links)
- Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation (Q6106004) (← links)
- On a Risk Model With Dual Seasonalities (Q6107673) (← links)
- Optimal reinsurance via BSDEs in a partially observable model with jump clusters (Q6130335) (← links)
- The Markovian shot-noise risk model: a numerical method for Gerber-Shiu functions (Q6164844) (← links)