Ruin probabilities and aggregrate claims distributions for shot noise Cox processes (Q3440847)

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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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