Pages that link to "Item:Q877786"
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The following pages link to A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling (Q877786):
Displaying 9 items.
- Exponential martingale and large deviations for a Cox risk process with Poisson shot noise intensity (Q439235) (← links)
- Linear stochastic fluid networks: rare-event simulation and Markov modulation (Q1739369) (← links)
- An IBNR-RBNS insurance risk model with marked Poisson arrivals (Q1742703) (← links)
- Asymptotic analysis of Poisson shot noise processes, and applications (Q2066967) (← links)
- Risk processes with shot noise Cox claim number process and reserve dependent premium rate (Q2276212) (← links)
- Ruin problems under IBNR dynamics (Q2862435) (← links)
- Modeling LEAST RECENTLY USED caches with Shot Noise request processes (Q2967905) (← links)
- The Time to Ruin in Some Additive Risk Models with Random Premium Rates (Q4903033) (← links)
- Precise deviations for Cox processes with a shot noise intensity (Q5077947) (← links)
