Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims (Q2015621)

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Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims
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    Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims (English)
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    23 June 2014
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    risk processes
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    ruin probabilities
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    subexponential distributions
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    non-stationary processes
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    Hawkes processes
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    shot noise processes
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    self-correcting point processes
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