Ruin probabilities and aggregrate claims distributions for shot noise Cox processes (Q3440847)
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English | Ruin probabilities and aggregrate claims distributions for shot noise Cox processes |
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Ruin probabilities and aggregrate claims distributions for shot noise Cox processes (English)
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29 May 2007
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ruin probabilities
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aggregate claims distributions
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shot noise Cox processes
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large deviations
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phase-type distribution
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