Pages that link to "Item:Q2276212"

The following pages link to Risk processes with shot noise Cox claim number process and reserve dependent premium rate (Q2276212):

Displaying 9 items.

• Exponential martingale and large deviations for a Cox risk process with Poisson shot noise intensity (Q439235) (← links)
• A risk model with renewal shot-noise Cox process (Q896743) (← links)
• Optimal insurance contracts for a shot-noise Cox claim process and persistent insured's actions (Q2685515) (← 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)
• Precise deviations for Cox processes with a shot noise intensity (Q5077947) (← links)
• Sample path large deviations for the multiplicative Poisson shot noise process with compensation (Q5086636) (← links)
• Ruin probabilities in a Markovian shot-noise environment (Q6102052) (← links)
• The Markovian shot-noise risk model: a numerical method for Gerber-Shiu functions (Q6164844) (← links)