Pages that link to "Item:Q5430558"

The following pages link to Lundberg parameters for non standard risk processes (Q5430558):

Displaying 17 items.

• 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)
• Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions (Q984010) (← links)
• On the functional and local limit theorems for Markov modulated compound Poisson processes (Q1687203) (← links)
• Functional limit theorems for a new class of non-stationary shot noise processes (Q1688617) (← links)
• An IBNR-RBNS insurance risk model with marked Poisson arrivals (Q1742703) (← links)
• Asymptotic analysis of Poisson shot noise processes, and applications (Q2066967) (← links)
• Large deviations for the time-integrated negative parts of some processes (Q2475424) (← links)
• Ruin problems under IBNR dynamics (Q2862435) (← links)
• On a risk model with dependence between interclaim arrivals and claim sizes (Q3440853) (← links)
• Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications (Q3516391) (← links)
• Sample path large deviations for the multiplicative Poisson shot noise process with compensation (Q5086636) (← links)
• A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions (Q5441512) (← links)
• Large deviations for risk models in which each main claim induces a delayed claim (Q5485916) (← links)
• Large deviations for risk processes with reinsurance (Q5754682) (← links)
• Sample path moderate deviations for shot noise processes in the high intensity regime (Q6615479) (← links)
• Large deviations for perturbed Gaussian processes and logarithmic asymptotic estimates for some exit probabilities (Q6633969) (← links)