Risk processes with shot noise Cox claim number process and reserve dependent premium rate (Q2276212)

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Risk processes with shot noise Cox claim number process and reserve dependent premium rate
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    Risk processes with shot noise Cox claim number process and reserve dependent premium rate (English)
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    1 August 2011
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    shot noise Cox process
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    large deviations
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    ruin probability
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    importance sampling
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    Bayesian statistics
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