Pages that link to "Item:Q4863015"

The following pages link to Delay in claim settlement and ruin probability approximations (Q4863015):

Displaying 24 items.

• Moment convergence of first-passage times in renewal theory (Q334018) (← links)
• Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications (Q370897) (← links)
• A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling (Q877786) (← links)
• Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model (Q889470) (← links)
• Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions (Q984010) (← links)
• Sample quantiles of heavy tailed stochastic processes (Q1904544) (← links)
• Functional limit theorems for marked Hawkes point measures (Q2021389) (← links)
• Asymptotic analysis of Poisson shot noise processes, and applications (Q2066967) (← links)
• Shot-noise queueing models (Q2070672) (← links)
• Valuing options in shot noise market (Q2149143) (← links)
• Risk processes with shot noise Cox claim number process and reserve dependent premium rate (Q2276212) (← links)
• Prediction of components in random sums (Q2397965) (← links)
• Uniform convergence of autocovariances (Q2483462) (← links)
• Sample Path Large Deviations of Poisson Shot Noise with Heavy-Tailed Semiexponential Distributions (Q3094685) (← links)
• Prediction in a mixed Poisson cluster model (Q3186008) (← links)
• Stationary limits of shot noise processes (Q3386930) (← links)
• Ruin probabilities and aggregrate claims distributions for shot noise Cox processes (Q3440847) (← links)
• Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications (Q3516391) (← links)
• Prediction in a Poisson cluster model (Q3578669) (← links)
• Prediction in a Poisson cluster model with multiple cluster processes (Q4576757) (← links)
• Sample path large deviations for the multiplicative Poisson shot noise process with compensation (Q5086636) (← links)
• Lundberg parameters for non standard risk processes (Q5430558) (← links)
• A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions (Q5441512) (← links)
• (Q6167149) (← links)